Mixed Optimal Stopping and Stochastic Control Problems with Semicontinuous Final Reward for Diffusion Processes
Author:
Affiliation:
1. a Dipartimento di Scienze , Università di Chieti , Viale Pindaro 87, I-65127, Pescara, Italy
2. b Dipartimento di Matematica , Università “La Sapienza” , P. A. Moro 5, I-00185, Roma, Italy
Publisher
Informa UK Limited
Link
https://www.tandfonline.com/doi/pdf/10.1080/10451120410001728436
Reference18 articles.
1. Discontinuous solutions of deterministic optimal stopping time problems
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4. Regularity of the value function and viscosity solutions in optimal stopping problems for general Markov processes
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