Optimal stopping and control problems using the Legendre transform
This thesis addresses some aspects of the connection between convex analysis andoptimal stopping and control problems. The first chapter contains a summary of theoriginal contributions made in subsequent chapters. The second chapter uses elementary tools from convex analysis to establish anextension...
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University of Manchester
2014
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.603151 |