Parallel search for information in continuous time -- optimal stopping and geometry of the PDE

DOI10.1007/S00245-022-09862-3MaRDI QIDQ2127692zbMATH OpenOpenAlexWikidataFDO

Authors T. Tony Ke, Wenpin Tang, J. Miguel Villas-Boas, Yuming Paul Zhang

Publication date 21 April 2022

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

Full work available at URL https://doi.org/10.1007/s00245-022-09862-3

zbMATH Keywords

Brownian motiondiffusion processesfree boundary problemoptimal stoppingsearch theory

Mathematics Subject Classification ID

Viscosity solutions to PDEs (35D40) Free boundary problems for PDEs (35R35) Brownian motion (60J65) Optimal stochastic control (93E20)

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Cited in

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• Parallel search for the best alternative

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