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]

Authors

Mingshang Hu

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Shaolin Ji

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Xiaole Xue

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