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Generalized Hamilton-Jacobi-Bellman equations with Dirichlet boundary condition and stochastic exit time optimal control problem

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Affiliation of Author(s):数学学院

Journal:SIAM Journal on Control and Optimization

First Author:Rainer, Buckdahn

Indexed by:Journal paper

Correspondence Author:Tianyang NIE

Document Code:lw-179689

Volume:54

Issue:2

Page Number:602

Translation or Not:no

Date of Publication:2016-03-01

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