\`x^2+y_1+z_12^34\`
Advanced Search
Article Contents
Article Contents

A linear-quadratic control problem with discretionary stopping

Abstract Related Papers Cited by
  • We study the variational inequality for a 1-dimensional linear-quadratic control problem with discretionary stopping. We establish the existence of a unique strong solution via stochastic analysis and the viscosity solution technique. Finally, the optimal policy is shown to exist from the optimality conditions.
    Mathematics Subject Classification: Primary: 49L25, 60G40; Secondary: 49J40.

    Citation:

    \begin{equation} \\ \end{equation}
  • 加载中
SHARE

Article Metrics

HTML views() PDF downloads(89) Cited by(0)

Access History

Other Articles By Authors

Catalog

    /

    DownLoad:  Full-Size Img  PowerPoint
    Return
    Return