✦ LIBER ✦

Regularity of the value function and viscosity solutions in optimal stopping problems for general Markov processes

✍ Scribed by Bassan, Bruno ;Ceci, Claudia

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Optimal stopping problems with discontin

✍ Bassan, Bruno ;Ceci, Claudia 📂 Article 📅 2002 🏛 Taylor and Francis Group ⚖ 754 KB

Regularity of the Optimal Feedback and t

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

Construction of the Cost and Optimal Pol

✍ Elbakidze, N. V. 📂 Article 📅 1976 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 486 KB

Optimal stopping of continuous time stoc

✍ M. A. Shashiashvili 📂 Article 📅 1979 🏛 Springer 🌐 English ⚖ 655 KB

An optimal regularizing algorithm for th

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

Existence and uniqueness theorems for A

✍ A. V. Ivanov 📂 Article 📅 1985 🏛 Springer US 🌐 English ⚖ 599 KB