{"title":"分段确定性过程的最优停止时间","authors":"S. Lenhart, Y. Liao","doi":"10.1109/CDC.1984.272383","DOIUrl":null,"url":null,"abstract":"This paper concerns the optimal stopping time problem for a piecewise deterministic process. The associated dynamic programming equation is a variational inequality with integral and first order differential terms Our main results are W1,¿-existence results and probabilistic representations for the solutions of these variational inequalities in bounded domains and in IRn.","PeriodicalId":269680,"journal":{"name":"The 23rd IEEE Conference on Decision and Control","volume":"63 6","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"1984-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Optimal stopping time of a piecewise-deterministic process\",\"authors\":\"S. Lenhart, Y. Liao\",\"doi\":\"10.1109/CDC.1984.272383\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"This paper concerns the optimal stopping time problem for a piecewise deterministic process. The associated dynamic programming equation is a variational inequality with integral and first order differential terms Our main results are W1,¿-existence results and probabilistic representations for the solutions of these variational inequalities in bounded domains and in IRn.\",\"PeriodicalId\":269680,\"journal\":{\"name\":\"The 23rd IEEE Conference on Decision and Control\",\"volume\":\"63 6\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"1984-12-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"The 23rd IEEE Conference on Decision and Control\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1109/CDC.1984.272383\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"The 23rd IEEE Conference on Decision and Control","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/CDC.1984.272383","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Optimal stopping time of a piecewise-deterministic process
This paper concerns the optimal stopping time problem for a piecewise deterministic process. The associated dynamic programming equation is a variational inequality with integral and first order differential terms Our main results are W1,¿-existence results and probabilistic representations for the solutions of these variational inequalities in bounded domains and in IRn.
京公网安备 11010802042870号
京ICP备2023020795号-1
分享
求助内容：
应助结果提醒方式：
扫码关注我们
