论文信息 - Optimal Stopping Problems in Stochastic Control

Optimal Stopping Problems in Stochastic Control

In Part I we survey optimal stopping problems in the case of complete observations. First (§ 1) we consider problems leading to (so-called) variational inequalities, and then (§ 2) we deal with problems leading to quasi variational inequalities.In Part II we look at stopping time problems with incomplete observations. First (§ 3) we deal with a problem arising in quality control, and then (§ 4) we consider problems arising in models with costly observations.

Avner Friedman | A. Friedman

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