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Finite difference approximation for stochastic optimal stopping problems with delays
1.  Mathematics Division, U. S. Army Research Office, P. O. Box 12211, RTP, NC 27709, United States 
2.  Department of Mathematics and Center for Research in Scientific Computation, North Carolina State University, Raleigh, NC 276958205, United States 
3.  Department of Mathematics, Towson University, 7800 York Road, Room 316, Towson, MD 212520001, United States 
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Lorenzo Zambotti. A brief and personal history of stochastic partial differential equations. Discrete & Continuous Dynamical Systems  A, 2021, 41 (1) : 471487. doi: 10.3934/dcds.2020264 
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Yueyang Zheng, Jingtao Shi. A stackelberg game of backward stochastic differential equations with partial information. Mathematical Control & Related Fields, 2020 doi: 10.3934/mcrf.2020047 
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Bixiang Wang. Meansquare random invariant manifolds for stochastic differential equations. Discrete & Continuous Dynamical Systems  A, 2021, 41 (3) : 14491468. doi: 10.3934/dcds.2020324 
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Jingrui Sun, Hanxiao Wang. Meanfield stochastic linearquadratic optimal control problems: Weak closedloop solvability. Mathematical Control & Related Fields, 2021, 11 (1) : 4771. doi: 10.3934/mcrf.2020026 
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Zhenzhen Wang, Tianshou Zhou. Asymptotic behaviors and stochastic traveling waves in stochastic FisherKPP equations. Discrete & Continuous Dynamical Systems  B, 2020 doi: 10.3934/dcdsb.2020323 
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Junkee Jeon. Finite horizon portfolio selection problems with stochastic borrowing constraints. Journal of Industrial & Management Optimization, 2021, 17 (2) : 733763. doi: 10.3934/jimo.2019132 
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Siyang Cai, Yongmei Cai, Xuerong Mao. A stochastic differential equation SIS epidemic model with regime switching. Discrete & Continuous Dynamical Systems  B, 2020 doi: 10.3934/dcdsb.2020317 
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Hai Huang, Xianlong Fu. Optimal control problems for a neutral integrodifferential system with infinite delay. Evolution Equations & Control Theory, 2020 doi: 10.3934/eect.2020107 
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Tetsuya Ishiwata, Young Chol Yang. Numerical and mathematical analysis of blowup problems for a stochastic differential equation. Discrete & Continuous Dynamical Systems  S, 2021, 14 (3) : 909918. doi: 10.3934/dcdss.2020391 
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Bernard Bonnard, Jérémy Rouot. Geometric optimal techniques to control the muscular force response to functional electrical stimulation using a nonisometric forcefatigue model. Journal of Geometric Mechanics, 2020 doi: 10.3934/jgm.2020032 
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Guoliang Zhang, Shaoqin Zheng, Tao Xiong. A conservative semiLagrangian finite difference WENO scheme based on exponential integrator for onedimensional scalar nonlinear hyperbolic equations. Electronic Research Archive, 2021, 29 (1) : 18191839. doi: 10.3934/era.2020093 
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