A linear-quadratric control problem with discretionary stopping
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Publication:2467048
DOI10.3934/dcdsb.2007.8.261zbMath1220.49021OpenAlexW2315337920MaRDI QIDQ2467048
Hiroaki Morimoto, Shigeru Sakaguchi, Shigeaki Koike
Publication date: 18 January 2008
Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/dcdsb.2007.8.261
Variational inequalities (49J40) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)
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