scientific article; zbMATH DE number 3666647

MaRDI QIDQ3864388zbMATH OpenFDO

Authors Jerzy Zabczyk

Publication date 1979

zbMATH Keywords

variational methods

Mathematics Subject Classification ID

Variational inequalities (49J40) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15) Optimal stochastic control (93E20)

Cited in

(9)

• Optimal switching for alternating processes
• Optimal switching among a finite number of Markov processes
• Discussion of dynamic programming and linear programming approaches to stochastic control and optimal stopping in continuous time
• A sequential estimation procedure for the parameter of an exponential distribution
• Construction of the value function and optimal rules in optimal stopping of one-dimensional diffusions
• Stability and stabilizability of stochastic evolution equations on Hilbert spaces
• Exponential stability in mean–square of parabolic quasilinear stochastic delay evolution equations
• A note on stability of stochastic systems with unbounded perturbations^∗
• Optimal switching problems of tandem type

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3864388)