scientific article; zbMATH DE number 4118295

zbMath0682.93070MaRDI QIDQ4732408

Pao-Liu Chow, José Luis Menaldi

Publication date: 1989

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

variational inequalitiesoptimal-stopping problem

Mathematics Subject Classification ID

Variational inequalities (49J40) Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Optimality conditions for problems involving randomness (49K45)

Related Items (3)

Optimal stopping of a Hilbert space valued diffusion: an infinite dimensional variational inequality ⋮ Analytical pricing of American put options on a zero coupon bond in the Heath-Jarrow-Morton model ⋮ Impulse control of stochastic Navier-Stokes equations

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