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Global $C^{1}$ regularity of the value function in optimal stopping problems (2020)

First Author: De Angelis T

Attributed to: A probabilistic toolkit to study regularity of free boundaries in stochastic optimal control funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1214/19-aap1517

Publication URI: http://dx.doi.org/10.1214/19-aap1517

Type: Journal Article/Review

Parent Publication: The Annals of Applied Probability

Issue: 3