Optimal stopping and impulsive control of one-dimensional diffusion processes
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Publication:3780871
Diffusion processes (60J60) Harmonic, subharmonic, superharmonic functions on other spaces (31C05) Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35) Variational inequalities (49J40) Existence of optimal solutions to problems involving randomness (49J55) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stochastic control (93E20)
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Cites work
- scientific article; zbMATH DE number 3716008 (Why is no real title available?)
- scientific article; zbMATH DE number 3638617 (Why is no real title available?)
- scientific article; zbMATH DE number 3245483 (Why is no real title available?)
- scientific article; zbMATH DE number 3287297 (Why is no real title available?)
- Boréliens à coupes $K_\sigma$
- Markov processes and problems in analysis
- On the Asymptotic Behavior of the First Eigenvalue of a Second-Order Differential Operator with Small Parameter in Higher Derivatives
Cited in
(4)- scientific article; zbMATH DE number 5159430 (Why is no real title available?)
- Probabilistic characteristics of one stopping rule for steady control
- scientific article; zbMATH DE number 3984236 (Why is no real title available?)
- scientific article; zbMATH DE number 1779822 (Why is no real title available?)
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