scientific article; zbMATH DE number 3554123

MaRDI QIDQ4128657zbMATH OpenFDO

Authors M. Robin

Publication date 1977

Full work available at URL http://www.numdam.org/item?id=ASCFM_1976__61_14_115_0, https://eudml.org/doc/80445

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stochastic control (93E20)

Cites work

• scientific article; zbMATH DE number 3773426 (Why is no real title available?)
• scientific article; zbMATH DE number 3534398 (Why is no real title available?)
• Nouvelles méthodes en contrôle impulsionnel

Cited in

(6)

• Discrete-time hybrid control in Borel spaces: average cost optimality criterion
• Ergodic impulsive control of Feller processes with costly information
• Convex inequalities in stochastic control
• On a degenerate variational inequality with Neumann boundary conditions
• Optimal stopping problems for a family of continuous-time Markov processes
• Infinite horizon stochastic impulse control with delay and random coefficients

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