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

DOI10.1016/0167-6911(86)90076-9zbMath0608.60047MaRDI QIDQ1085882

Min 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

variational inequality; Dirichlet boundary condition; optimal stopping problem

Mathematics Subject Classification ID

49J40: Variational inequalities

93E20: Optimal stochastic control

60G40: Stopping times; optimal stopping problems; gambling theory

Related Items

On average cost stopping time problems, Iterative algorithms for solving undiscounted bellman equations, A maximal inequality for stochastic convolution integrals on hilbert spaces and space-time regularity of linear stochastic partial differential equations, Singular control problems in bounded intervals

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