An optimal stopping time problem with time average cost in a bounded interval

DOI10.1016/0167-6911(86)90076-9MaRDI QIDQ1085882zbMATH OpenOpenAlexFDO

Authors M. Sun

Publication date 1986

Published in Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-6911(86)90076-9

zbMATH Keywords

optimal stopping problemvariational inequalityDirichlet boundary condition

Mathematics Subject Classification ID

Variational inequalities (49J40) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stochastic control (93E20)

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Cited in

(8)

• Singular control problems in bounded intervals
• scientific article; zbMATH DE number 3884849 (Why is no real title available?)
• Perturbation methods in optimal stopping with average cost criterion
• A multidimensional optimal stopping-time problem, with time-average criterion
• A maximal inequality for stochastic convolution integrals on hilbert spaces and space-time regularity of linear stochastic partial differential equations
• scientific article; zbMATH DE number 4105971 (Why is no real title available?)
• Iterative algorithms for solving undiscounted bellman equations
• On average cost stopping time problems

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