The Free Boundary for Variational Inequalities with Nonlocal Operators

DOI10.1137/0316022MaRDI QIDQ4159276zbMATH OpenOpenAlexFDO

Authors A. Friedman, M. Robin

Publication date 1978

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0316022

Mathematics Subject Classification ID

Existence theories for optimal control problems involving partial differential equations (49J20) Stopping times; optimal stopping problems; gambling theory (60G40) Diffusion processes (60J60) Optimal stochastic control (93E20)

Cited in

(4)

• Optimal switching among a finite number of Markov processes
• Representation results for jump processes with application to optimal stopping
• Impulsive control of piecewise-deterministic processes with long run average cost
• Optimal stopping, free boundary, and American option in a jump-diffusion model

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