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"Regularity Properties for General HJB Equations: A Backward Stochastic ..."

Rainer Buckdahn, Jianhui Huang, Juan Li (2012)

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DOI: 10.1137/110828629

access: closed

type: Journal Article

metadata version: 2023-08-28

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Rainer Buckdahn, Jianhui Huang, Juan Li:
Regularity Properties for General HJB Equations: A Backward Stochastic Differential Equation Method. SIAM J. Control. Optim. 50(3): 1466-1501 (2012)

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