Hamilton-Jacobi theory for a generalized optimal stopping time problem

Files

DMS-709.pdf (1.09 MB)

Date

2009-08-27T21:38:56Z

Authors

Ye, J.J.
Zhu, J.Q.

Journal Title

Journal ISSN

Volume Title

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Abstract

Description

Keywords

Hamilton-Jacobi equation, stopping time problem, nonsmooth analysis, value function, verification theorem

Citation

URI

http://hdl.handle.net/1828/1658

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Technical Reports (Mathematics and Statistics)
 
University of Victoria Libraries

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