The Existence and Uniqueness of Viscosity Solution to a Kind of Hamilton-Jacobi-Bellman Equation

Mingshang Hu, Shaolin Ji, Xiaole Xue. The Existence and Uniqueness of Viscosity Solution to a Kind of Hamilton-Jacobi-Bellman Equation. SIAM J. Control and Optimization, 57(6):3911-3938, 2019. [doi]

Abstract

Abstract is missing.