scientific article; zbMATH DE number 3924659

zbMATH Open0577.93069MaRDI QIDQ3699591FDOQ3699591

Authors: Alain Bensoussan 

Publication date: 1985

Title of this publication is not available (Why is that?)

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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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