Optimal Stopping Problems in Stochastic Control
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Publication:4187683
DOI10.1137/1021005zbMath0402.93049OpenAlexW2021812281MaRDI QIDQ4187683
Publication date: 1979
Published in: SIAM Review (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1021005
Variational inequalities (49J40) Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40) Free boundary problems for PDEs (35R35)
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