Variational Inequalities and Optimization for Markov Processes Associated with Semi-Dirichlet Forms

DOI10.1137/080737630zbMath1197.60079OpenAlexW2163215648MaRDI QIDQ3566984

Tu-Sheng Zhang

Publication date: 10 June 2010

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/7c62f4de18da33831bb6f96b13d57a64874a220e

zbMATH Keywords

variational inequalitiesoptimal stoppingsemi-Dirichlet forms

Mathematics Subject Classification ID

Dirichlet forms (31C25) Stopping times; optimal stopping problems; gambling theory (60G40) Probabilistic potential theory (60J45)

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