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"HJB Equations with Gradient Constraint Associated with Controlled ..."

Mark Kelbert, Harold A. Moreno-Franco (2019)

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DOI: 10.1137/17M1133671

access: closed

type: Journal Article

metadata version: 2020-07-09

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  - https://dblp.org/rec/journals/siamco/KelbertM19
Mark Kelbert, Harold A. Moreno-Franco:
HJB Equations with Gradient Constraint Associated with Controlled Jump-Diffusion Processes. SIAM J. Control. Optim. 57(3): 2185-2213 (2019)

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