Finite horizon optimal stopping of time-discontinuous functionals with applications to impulse control with delay
DOI10.1137/080737848zbMATH Open1218.60031OpenAlexW1967675942WikidataQ59903426 ScholiaQ59903426MaRDI QIDQ3083248FDOQ3083248
Authors: Jan Palczewski, Łukasz Stettner 
Publication date: 21 March 2011
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: http://eprints.whiterose.ac.uk/79162/1/delay.pdf
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Continuous-time Markov processes on general state spaces (60J25) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stochastic control (93E20)
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