Integro-differential equations associated with optimal stopping time of a piecewise-deterministic process (Q3704686)
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scientific article; zbMATH DE number 3932124
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| English | Integro-differential equations associated with optimal stopping time of a piecewise-deterministic process |
scientific article; zbMATH DE number 3932124 |
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Integro-differential equations associated with optimal stopping time of a piecewise-deterministic process (English)
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1985
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optimal stopping problem
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variational inequality
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0.8416333198547363
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0.8129708766937256
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0.7960286736488342
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