Discontinuous solutions of deterministic optimal stopping time problems

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DOI10.1051/m2an/1987210405571zbMath0629.49017OpenAlexW1605799302MaRDI QIDQ3766387

Perthame, Benoît, Guy Barles

Publication date: 1987

Published in: ESAIM: Mathematical Modelling and Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/193514

zbMATH Keywords

viscosity solution discontinuous obstacle Bellman variational inequality deterministic optimal stopping time problem minimum exit time from a domain

Mathematics Subject Classification ID

Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).

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