A new volume of philosophical essays by Bernard Williams. The book is a successor to
Problems of the Self, but whereas that volume dealt mainly with questions of personal …

This book presents a radically new approach to problems of evaluating and optimizing the
performance of continuous-time stochastic systems. This approach is based on the use of a …

Second order linear parabolic and elliptic equations arise frequently in mathematics and
other disciplines. For example parabolic equations are to be found in statistical mechanics …

Zero-sum Markov games with stopping and impulsive strategies Page 1 Appl. Math. 0ptim. 9:1-24
(1982) Applied Mathematics and Optimization Zero-sum Markov Games with Stopping and …

We consider reflected backward stochastic different equations with optional barrier and so-
called regulated trajectories, ie trajectories with left and right finite limits. We prove existence …

Dynkin games and martingale methods Page 1 Stochust~cs. 1984, Vol. 13, pp. 213-228
0090-9491./84,/1303-0213 $18.50/0 C Gordon and Breach Snence Publ~shers Inc., 1984 …

We study finite horizon optimal stopping problems for continuous-time Feller–Markov
processes. The functional depends on time, state, and external parameters and may exhibit …

In this paper we use a penalty method to approximate a number of stopping problems over a
finite horizon. In particular we prove existence and continuity of the value function …

The paper is concerned with Bellman's inclusions for the value function of the optimal
stopping for a Markov process X on a complete separable metric space E. The author …

In this paper the impulsive control of Feller Markov processes on compact state space with
long run average cost criterion is studied. Under the assumption of compactness of the …