|
|
|
Volumn 8, Issue 1, 1998, Pages 127-130
|
|
Optimal stopping of controlled jump diffusion processes: a viscosity solution approach
a
a
NONE
|
|
Author keywords
[No Author keywords available]
|
|
Indexed keywords
DYNAMIC PROGRAMMING;
FUNCTIONS;
INTEGRODIFFERENTIAL EQUATIONS;
MATHEMATICAL OPERATORS;
MAXIMUM PRINCIPLE;
PROBABILITY;
RANDOM PROCESSES;
VARIATIONAL TECHNIQUES;
OPTIMAL STOPPING TIME PROBLEM;
VISCOSITY SOLUTION;
OPTIMAL CONTROL SYSTEMS;
|
|
EID: 0031677847
PISSN: 10520600
EISSN: None
Source Type: Journal
DOI: None Document Type: Article |
|
Times cited : (207)
|
|
References (6)
|
