scientific article; zbMATH DE number 3924659

MaRDI QIDQ3699591zbMATH OpenFDO

Authors Alain Bensoussan

Publication date 1985

zbMATH Keywords

stopping timeMarkov semigroupmaximum solutionimplicit obstacles

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Semigroups of nonlinear operators (47H20) Variational inequalities (49J40) Existence of optimal solutions to problems involving randomness (49J55) Optimality conditions for problems involving randomness (49K45) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stochastic control (93E20)

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