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"Generalized Hamilton-Jacobi-Bellman Equations with Dirichlet Boundary ..."

Rainer Buckdahn, Tianyang Nie (2016)

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DOI: 10.1137/140998160

access: closed

type: Journal Article

metadata version: 2020-07-09

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Rainer Buckdahn, Tianyang Nie:
Generalized Hamilton-Jacobi-Bellman Equations with Dirichlet Boundary Condition and Stochastic Exit Time Optimal Control Problem. SIAM J. Control. Optim. 54(2): 602-631 (2016)

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