On nonlinear semigroups for Markov processes associated with optimal stopping

DOI10.1007/BF01442137MaRDI QIDQ1132837zbMATH OpenOpenAlexFDO

Authors Makiko Nisio

Publication date 1978

Published in Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01442137

zbMATH Keywords

Markov processesnonlinear semigroupsoptimal stochastic controloptimal stopping

Mathematics Subject Classification ID

Groups and semigroups of linear operators (47D03) Stopping times; optimal stopping problems; gambling theory (60G40) Continuous-time Markov processes on general state spaces (60J25) Transition functions, generators and resolvents (60J35) Optimal stochastic control (93E20)

Cites work

• Control of a Solution of a Stochastic Integral Equation
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• On Stefan’s Problem and Optimal Stopping Rules for Markov Processes
• Problemes de temps d’arret optimal et inequations variationnelles paraboliques

Cited in

(3)

• Stochastic control of symmetric markov processes and nonlinear variational inequalities
• Nonlinear semigroups associated with optimal stopping of controlled diffusions under partial observation
• Large deviation principle for the greedy exploration algorithm over Erdős-Rényi graphs

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