Stochastic control of symmetric markov processes and nonlinear variational inequalities

DOI10.1080/17442508608833418MaRDI QIDQ3747428zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Dirichlet formsvariational inequalitiesoptimal stopping problemssymmetric Markov processesconvergence of value functions

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Dirichlet forms (31C25) Variational inequalities (49J40) Stopping times; optimal stopping problems; gambling theory (60G40)

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Cites work

• scientific article; zbMATH DE number 3656300 (Why is no real title available?)
• Capacity and the obstacle problem
• Control of a Solution of a Stochastic Integral Equation
• Inequations variationnelles avec obstacles et espaces fonctionnels en theorie du potentiei
• Nonlinear variational inequalities and differential games with stopping times
• On an optimal stopping problem and a variational inequality
• On nonlinear semigroups for Markov processes associated with optimal stopping

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(10)

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• scientific article; zbMATH DE number 4118295 (Why is no real title available?)
• scientific article; zbMATH DE number 3934122 (Why is no real title available?)
• Variational Inequalities and Optimization for Markov Processes Associated with Semi-Dirichlet Forms
• Non zero-sum stopping games of symmetric Markov processes
• The system of quasi-variational inequalities attached to the two-armed bandit problem
• Asymptotic analysis for variational inequalities and its application to optimal stopping
• Nested variational inequalities and related optimal starting–stopping problems
• scientific article; zbMATH DE number 1783781 (Why is no real title available?)
• scientific article; zbMATH DE number 123963 (Why is no real title available?)

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