Lifting Partial Smoothing to Solve HJB Equations and Stochastic Control Problems

Fausto Gozzi, Federica Masiero. Lifting Partial Smoothing to Solve HJB Equations and Stochastic Control Problems. SIAM J. Control and Optimization, 63(3):1515-1559, 2025. [doi]

Authors

Fausto Gozzi

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Federica Masiero

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