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"Generalized Hamilton-Jacobi-Bellman Equations with Dirichlet Boundary ..."
Rainer Buckdahn, Tianyang Nie (2016)
- Rainer Buckdahn, Tianyang Nie:
Generalized Hamilton-Jacobi-Bellman Equations with Dirichlet Boundary Condition and Stochastic Exit Time Optimal Control Problem. SIAM J. Control. Optim. 54(2): 602-631 (2016)
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