Stochastic control of symmetric markov processes and nonlinear variational inequalities
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Publication:3747428
DOI10.1080/17442508608833418zbMath0608.60045OpenAlexW1966811209MaRDI QIDQ3747428
Publication date: 1986
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508608833418
variational inequalitiesDirichlet formsoptimal stopping problemssymmetric Markov processesconvergence of value functions
Continuous-time Markov processes on general state spaces (60J25) Variational inequalities (49J40) Dirichlet forms (31C25) Stopping times; optimal stopping problems; gambling theory (60G40)
Related Items
Non zero-sum stopping games of symmetric Markov processes, Asymptotic analysis for variational inequalities and its application to optimal stopping
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