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}, }