On the stochastic control-stopping problem
Author:
Publisher
Elsevier BV
Subject
Analysis,Applied Mathematics
Reference21 articles.
1. Solutions de Viscosité des équations de Hamilton-Jacobi;Barles,1994
2. Optimal stopping for non-linear expectations, part II;Bayraktar;Stoch. Process. Appl.,2011
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4. User's guide to viscosity solutions of second order partial differential equations;Crandall;Bull. Am. Math. Soc.,1992
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