On Lipschitz Continuous Optimal Stopping Boundaries.

Tiziano De Angelis Gabriele Stabile

Published in: SIAM J. Control. Optim. (2019)

Keyphrases

optimal stopping
finite horizon
brownian motion
optimal control
markov decision processes
differential equations
image processing
bayesian networks
optimal policy
mathematical model
diffusion process
average cost
heavy traffic
stochastic process