Near-Optimal Control of Stochastic Recursive Systems Via Viscosity Solution

Liangquan Zhang, Qing Zhou. Near-Optimal Control of Stochastic Recursive Systems Via Viscosity Solution. J. Optimization Theory and Applications, 178(2):363-382, 2018. [doi]

@article{ZhangZ18-64,
  title = {Near-Optimal Control of Stochastic Recursive Systems Via Viscosity Solution},
  author = {Liangquan Zhang and Qing Zhou},
  year = {2018},
  doi = {10.1007/s10957-018-1300-y},
  url = {https://doi.org/10.1007/s10957-018-1300-y},
  researchr = {https://researchr.org/publication/ZhangZ18-64},
  cites = {0},
  citedby = {0},
  journal = {J. Optimization Theory and Applications},
  volume = {178},
  number = {2},
  pages = {363-382},
}