scientific article; zbMATH DE number 777918
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Publication:4840409
zbMATH Open0991.93564MaRDI QIDQ4840409FDOQ4840409
Authors: Huyên Pham 
Publication date: 15 August 1995
Title of this publication is not available (Why is that?)
Diffusion processes (60J60) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Optimal stochastic control (93E20)
Cited In (4)
- On the LP formulation in measure spaces of optimal control problems for jump-diffusions
- A model for optimal stopping in advertisement
- Optimal stopping, free boundary, and American option in a jump-diffusion model
- Two-Armed Restless Bandits with Imperfect Information: Stochastic Control and Indexability
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