"Properties of value function and existence of viscosity solution of HJB ..."

Huaiqiang Yu, Bin Liu (2011)

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DOI: 10.1016/J.JFRANKLIN.2011.06.003

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type: Journal Article

metadata version: 2020-02-24

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Huaiqiang Yu, Bin Liu:
Properties of value function and existence of viscosity solution of HJB equation for stochastic boundary control problems. J. Frankl. Inst. 348(8): 2108-2127 (2011)

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