Mayer and optimal stopping stochastic control problems with discontinuous cost (Q534752)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mayer and optimal stopping stochastic control problems with discontinuous cost |
scientific article |
Statements
Mayer and optimal stopping stochastic control problems with discontinuous cost (English)
0 references
10 May 2011
0 references
stochastic control
0 references
optimal stopping
0 references
HJB equations
0 references
HJB variational inequalities
0 references
discontinuous viscosity solution
0 references
occupational measures
0 references
0 references
0 references
0 references
0 references
