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]
@article{BuckdahnN16,
title = {Generalized Hamilton-Jacobi-Bellman Equations with Dirichlet Boundary Condition and Stochastic Exit Time Optimal Control Problem},
author = {Rainer Buckdahn and Tianyang Nie},
year = {2016},
doi = {10.1137/140998160},
url = {http://dx.doi.org/10.1137/140998160},
researchr = {https://researchr.org/publication/BuckdahnN16},
cites = {0},
citedby = {0},
journal = {SIAM J. Control and Optimization},
volume = {54},
number = {2},
pages = {602-631},
}