✦ LIBER ✦

Optimal stopping problems with discontinous reward: Regularity of the value function and viscosity solutions

✍ Scribed by Bassan, Bruno ;Ceci, Claudia

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Regularity of the Optimal Feedback and t

✍ Goebel, Rafal 📂 Article 📅 2004 🏛 Springer 🌐 English ⚖ 172 KB

An optimal regularizing algorithm for th

✍ A. V. Bayev 📂 Article 📅 2008 🏛 SP MAIK Nauka/Interperiodica 🌐 English ⚖ 232 KB

Existence and regularity of the solution

✍ Zhonghai Xu; Zhenguo Feng; Jiashan Zheng 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 227 KB

Solution of parameter optimization probl

✍ A. B. Ivanov; A. A. Stratonnikov; S. I. Khol’shin; V. V. Shiryaev 📂 Article 📅 2009 🏛 SP MAIK Nauka/Interperiodica 🌐 English ⚖ 243 KB

A cubic spline approximation and applica

✍ R.K. Mohanty; M.K. Jain; Deepika Dhall 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 239 KB

092059 (E50) Viscosity solutions of opti

📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 94 KB