On the Optimal Stopping of a Controlled Diffusion Process

DOI10.1137/1125038MaRDI QIDQ3906196zbMATH OpenOpenAlexFDO

Authors L. G. Mikhajlovskaya

Publication date 1980

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1125038

zbMATH Keywords

optimal stopping timecontrolled diffusion

Mathematics Subject Classification ID

Diffusion processes (60J60) Stopping times; optimal stopping problems; gambling theory (60G40)

Cited in

(1)

• Temps d'arrêt optimal des processus non bornes

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