Optimal Stopping of Branching Diffusion Processes
From MaRDI portal
Publication:6518569
arXiv2401.12811MaRDI QIDQ6518569FDOQ6518569
Authors: Idris Kharroubi, Antonio Ocello
Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Nonlinear elliptic equations (35J60) Dynamic programming in optimal control and differential games (49L20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Stopping times; optimal stopping problems; gambling theory (60G40)
This page was built for publication: Optimal Stopping of Branching Diffusion Processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6518569)