Viscosity solutions of optimal stopping problems

Variational inequalities (49J40) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Stopping times; optimal stopping problems; gambling theory (60G40)

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Cited in

(23)

Stochastic targets with mixed diffusion processes and viscosity solutions.
A viscosity solution method for optimal stopping problems with regime switching
Optimal stopping of one-dimensional diffusions with integral criteria
Optimal stopping problems with discontinous reward: Regularity of the value function and viscosity solutions
Optimal learning before choice
Regularity of the value function and viscosity solutions in optimal stopping problems for general Markov processes
A model for optimal stopping in advertisement
Viscosity solution of optimal stopping problem for stochastic systems with bounded memory
Optimal stopping of Markov switching Lévy processes
Parallel search for information in continuous time -- optimal stopping and geometry of the PDE
Optimal entry and consumption under habit formation
Time-symmetric optimal stochastic control problems in space-time domains
Variational inequalities in Hilbert spaces with measures and optimal stopping problems
Optimal investment decision under switching regimes of subsidy support
Optimal execution strategy in the presence of permanent price impact and fixed transaction cost
On the optimal stopping problem for one-dimensional diffusions.
On the structure of discounted optimal stopping problems for one-dimensional diffusions
Discretionary stopping of stochastic differential equations with generalised drift
An exactly solvable multiple stochastic optimal stopping problem
On a class of optimal stopping problems for diffusions with discontinuous coefficients
Viscosity Solutions for Obstacle Problems on Wasserstein Space
The obstacle problem for the \(p\)-Laplacian via optimal stopping of tug-of-war games
The importance of dynamic risk constraints for limited liability operators

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