Generalized Hamilton-Jacobi-Bellman equations with Dirichlet boundary condition and stochastic exit time optimal control problem
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Institution:数学学院
Title of Paper:Generalized Hamilton-Jacobi-Bellman equations with Dirichlet boundary condition and stochastic exit time optimal control problem
Journal:SIAM Journal on Control and Optimization
First Author:Rainer, Buckdahn
Correspondence Author:Tianyang NIE
Document Code:lw-179689
Volume:54
Issue:2
Page Number:602
Translation or Not:No
Date of Publication:2016-03
Release Time:2019-10-24