Discontinuous solutions of deterministic optimal stopping time problems-Reference-Cited by-同舟云学术

Discontinuous solutions of deterministic optimal stopping time problems

Published:1987 Issue:4 Volume:21 Page:557-579
ISSN:0764-583X
Container-title:ESAIM: Mathematical Modelling and Numerical Analysis
language:
Short-container-title:ESAIM: M2AN

Author:

Barles G.,Perthame B.

Publisher

EDP Sciences

Subject

Applied Mathematics,Modelling and Simulation,Numerical Analysis,Analysis,Computational Mathematics

Link

http://www.esaim-m2an.org/10.1051/m2an/1987210405571/pdf

Reference16 articles.

1. CAPUZZO-DOLCETTA I. and ISHII H., Approximate solutions of the Bellman Equations of deterministic control theory. Applied Math, andOpt. 11, (1984),pp. 161-181.7439250553.49024

2. CAPUZZO-DOLCETTA I. and LIONS P. L., Hamilton-JacobiEquations and state- constraints problems ; In preparation.0702.49019

3. CRANDALL M. G.,EVANS L. C. and LIONS P. L., Some properties of viscosity solutions of Hamilton-Jacobi Equations ; Trans. Amer. Math. Soc., 282 (1984).7321020543.35011

4. CRANDALL M. G.,ISHII H. and LIONS P. L., Uniqueness of viscosity solutions revisited ; to appear.0644.35016

5. CRANDALL M. G. and LIONS P. L., Viscosity solutions of Hamilton-Jacobi Equations ; Trans. Amer. Math. Soc., 277 (1983).6900390599.35024

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