Generalized Hamilton-Jacobi-Bellman Equations with Dirichlet Boundary Condition and Stochastic Exit Time Optimal Control Problem

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

Abstract

Abstract is missing.