Integro-differential equations associated with optimal stopping time of a piecewise-deterministic process

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Publication:3704686


DOI10.1080/17442508508833356zbMath0582.60053MaRDI QIDQ3704686

Yu-Chung Liao, Suzanne M. Lenhart

Publication date: 1985

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508508833356


93E20: Optimal stochastic control

60G40: Stopping times; optimal stopping problems; gambling theory


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