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On the dynamic programming inequalities associated with the deterministic optimal stopping problem in discrete and continuous time. (English) Zbl 0476.49021

49L20 Dynamic programming in optimal control and differential games
49J40 Variational inequalities
60G40 Stopping times; optimal stopping problems; gambling theory
90C39 Dynamic programming
47A05 General (adjoints, conjugates, products, inverses, domains, ranges, etc.)
Full Text: DOI
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[5] Bensoussan A., On the convergence of the discrete time dynamic programming equation for general semigroups · Zbl 0488.93062 · doi:10.1137/0320053
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