Stochastic control of symmetric markov processes and nonlinear variational inequalities
DOI10.1080/17442508608833418zbMATH Open0608.60045OpenAlexW1966811209MaRDI QIDQ3747428FDOQ3747428
Authors: Hideo Nagai 
Publication date: 1986
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508608833418
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Dirichlet formsvariational inequalitiesoptimal stopping problemssymmetric Markov processesconvergence of value functions
Continuous-time Markov processes on general state spaces (60J25) Dirichlet forms (31C25) Variational inequalities (49J40) Stopping times; optimal stopping problems; gambling theory (60G40)
Cites Work
- Nonlinear variational inequalities and differential games with stopping times
- Control of a Solution of a Stochastic Integral Equation
- Capacity and the obstacle problem
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- Inequations variationnelles avec obstacles et espaces fonctionnels en theorie du potentiei
- On an optimal stopping problem and a variational inequality
- On nonlinear semigroups for Markov processes associated with optimal stopping
Cited In (10)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Variational Inequalities and Optimization for Markov Processes Associated with Semi-Dirichlet Forms
- The system of quasi-variational inequalities attached to the two-armed bandit problem
- Non zero-sum stopping games of symmetric Markov processes
- Asymptotic analysis for variational inequalities and its application to optimal stopping
- Nested variational inequalities and related optimal starting–stopping problems
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