scientific article; zbMATH DE number 777918

MaRDI QIDQ4840409zbMATH OpenFDO

Authors Huyên Pham

Publication date 15 August 1995

zbMATH Keywords

jump processesoptimal stopping

Mathematics Subject Classification ID

Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Diffusion processes (60J60) Optimal stochastic control (93E20)

Cited in

(4)

• Two-armed restless bandits with imperfect information: stochastic control and indexability
• Optimal stopping, free boundary, and American option in a jump-diffusion model
• On the LP formulation in measure spaces of optimal control problems for jump-diffusions
• A model for optimal stopping in advertisement

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