Optimal stopping problems. 1) Björk, Tomas, "Arbitrage theory in continuous time", Oxford University Press 2009. Everyday low prices and free delivery on eligible orders. In: Chinchuluun A., Pardalos P., Enkhbat R., Tseveendorj I. Stochastic optimization problems arise in decision-making problems under uncertainty, and find various applications in economics and finance. Stochastic control theory provides the methods and results to tackle all such problems, and this Special Issue aims at collecting high quality papers on the theory and application of stochastic optimal control in economics and finance, and its associated computational methods. Dy-namics given by partial diﬀerential equations yield inﬁnite dimensional problems and we will not consider those in these lecture notes. 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