Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Stopping of functionals with discontinuity at the boundary of an open
  set   We explore properties of the value function and existence of optimal stopping
times for functionals with discontinuities related to the boundary of an open
(possibly unbounded) set $\mathcal{O}$. The stopping horizon is either random,
equal to the first exit from the set $\mathcal{O}$, or fixed: finite or
infinite. The payoff function is continuous with a possible jump at the
boundary of $\mathcal{O}$. Using a generalization of the penalty method we
derive a numerical algorithm for approximation of the value function for
general Feller-Markov processes and show existence of optimal or
$\epsilon$-optimal stopping times.

1
The categories of this paper are: cs
24
The categories of this paper are: dg-ga
13
The categories of this paper are: quant-ph
8
The categories of this paper are: hep-ex
28
The categories of this paper are: alg-geom
34
The categories of this paper are: chem-ph
3
The categories of this paper are: physics
21
The categories of this paper are: adap-org
30
The categories of this paper are: q-alg
16
The categories of this paper are: stat
32
The categories of this paper are: atom-ph
15
The categories of this paper are: nucl-ex
0
The categories of this paper are: hep-ph
7
The categories of this paper are: hep-th
27
The categories of this paper are: comp-gas
22
The categories of this paper are: chao-dyn