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Introduction to the theory of optimal stopping

  • J. Zabczyk
Part I: Survey Lectures
Part of the Lecture Notes in Control and Information Sciences book series (LNCIS, volume 16)

Keywords

Penalty Method Free Boundary Problem Stochastic Control Bellman Equation Resolvent Operator 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag 1979

Authors and Affiliations

  • J. Zabczyk
    • 1
  1. 1.Institute of MathematicsPolish Academy of SciencesWarsawPoland

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