Hamilton-Jacobi theory for a generalized optimal stopping time problem

Ye, J.J.Zhu, J.Q.2009-08-272009-08-2719952009-08-27http://hdl.handle.net/1828/1658enHamilton-Jacobi equationstopping time problemnonsmooth analysisvalue functionverification theoremtechnical reports (mathematics and statistics)Hamilton-Jacobi theory for a generalized optimal stopping time problemTechnical ReportDepartment of Mathematics and Statistics