Mixed Optimal Stopping and Stochastic Control Problems with Semicontinuous Final Reward for Diffusion Processes (Q4821627)
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scientific article; zbMATH DE number 2108989
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mixed Optimal Stopping and Stochastic Control Problems with Semicontinuous Final Reward for Diffusion Processes |
scientific article; zbMATH DE number 2108989 |
Statements
Mixed Optimal Stopping and Stochastic Control Problems with Semicontinuous Final Reward for Diffusion Processes (English)
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21 October 2004
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viscosity solutions
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variational inequalities
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