Integro-differential equations associated with optimal stopping time of a piecewise-deterministic process (Q3704686)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Integro-differential equations associated with optimal stopping time of a piecewise-deterministic process |
scientific article |
Statements
Integro-differential equations associated with optimal stopping time of a piecewise-deterministic process (English)
0 references
1985
0 references
optimal stopping problem
0 references
variational inequality
0 references
