Hamilton-Jacobi theory for a generalized optimal stopping time problem

dc.contributor.authorYe, J.J.
dc.contributor.authorZhu, J.Q.
dc.date.accessioned2009-08-27T21:38:56Z
dc.date.available2009-08-27T21:38:56Z
dc.date.copyright1995en
dc.date.issued2009-08-27T21:38:56Z
dc.description.sponsorshipNSERCen
dc.identifier.urihttp://hdl.handle.net/1828/1658
dc.language.isoenen
dc.relation.ispartofseriesDMS-709-IRen
dc.subjectHamilton-Jacobi equation
dc.subjectstopping time problem
dc.subjectnonsmooth analysis
dc.subjectvalue function
dc.subjectverification theorem
dc.subjecttechnical reports (mathematics and statistics)
dc.subject.departmentDepartment of Mathematics and Statistics
dc.titleHamilton-Jacobi theory for a generalized optimal stopping time problemen
dc.typeTechnical Reporten

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