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]

@article{HuJX19,
  title = {The Existence and Uniqueness of Viscosity Solution to a Kind of Hamilton-Jacobi-Bellman Equation},
  author = {Mingshang Hu and Shaolin Ji and Xiaole Xue},
  year = {2019},
  doi = {10.1137/18M1231833},
  url = {https://doi.org/10.1137/18M1231833},
  researchr = {https://researchr.org/publication/HuJX19},
  cites = {0},
  citedby = {0},
  journal = {SIAM J. Control and Optimization},
  volume = {57},
  number = {6},
  pages = {3911-3938},
}