Local optimality conditions for optimal stopping

DOI10.1080/17442508208833214MaRDI QIDQ3942137zbMATH OpenOpenAlexFDO

Authors Armand M. Makowski

Publication date 1982

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508208833214

zbMATH Keywords

generalized variational inequalitiesimpulse control problemsinventory controlnecessary and sufficient optimality conditionsoptimal stopping

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) Optimal stochastic control (93E20)

Cites work

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• Th�orie des processus stochastiques g�n�raux applications aux surmartingales

Cited in

(2)

• Temps d'arrêt optimal des processus non bornes
• Stochastic control of two-parameter processes application:the two-armed bandit problem

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