  The purpose of this paper is two-fold:
  We extend the well-known relation between optimal stopping and randomized
stopping of a given stochastic process to a situation where the available
information flow is a filtration with no a priori assumed relation to the
filtration of the process. We call these problems optimal stopping and
randomized stopping with general information.
  Following an idea of Krylov [K] we introduce a special singular stochastic
control problem with general information and show that this is also equivalent
to the partial information optimal stopping and randomized stopping problems.
Then we show that the solution of this singular control problem can be
expressed in terms of partial information variational inequalities.
