Open AccessA linear-quadratic control problem with discretionary stopping
Author(s) -
Shigeaki Koike,
Hiroaki Morimoto,
Shigeru Sakaguchi
Publication year - 2007
Publication title -
discrete and continuous dynamical systems - b
Language(s) - English
Resource type - Journals
eISSN - 1553-524X
pISSN - 1531-3492
DOI - 10.3934/dcdsb.2007.8.261
Subject(s) - variational inequality , quadratic equation , mathematics , optimal stopping , stochastic control , stopping time , mathematical optimization , control (management) , optimal control , viscosity , computer science , physics , statistics , geometry , quantum mechanics , artificial intelligence
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