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)


Penalty Method Free Boundary Problem Stochastic Control Bellman Equation Resolvent Operator 
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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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