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]
@article{GozziM25,
title = {Lifting Partial Smoothing to Solve HJB Equations and Stochastic Control Problems},
author = {Fausto Gozzi and Federica Masiero},
year = {2025},
doi = {10.1137/23m1578450},
url = {https://doi.org/10.1137/23m1578450},
researchr = {https://researchr.org/publication/GozziM25},
cites = {0},
citedby = {0},
journal = {SIAM J. Control and Optimization},
volume = {63},
number = {3},
pages = {1515-1559},
}