A linear-quadratric control problem with discretionary stopping
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Publication:2467048
DOI10.3934/dcdsb.2007.8.261zbMath1220.49021MaRDI QIDQ2467048
Hiroaki Morimoto, Shigeru Sakaguchi, Shigeaki Koike
Publication date: 18 January 2008
Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/dcdsb.2007.8.261
49J40: Variational inequalities
93E20: Optimal stochastic control
49N10: Linear-quadratic optimal control problems
49L25: Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games
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