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"A Constrained Control Problem with Degenerate Coefficients and Degenerate ..."

Ulrich Horst, Jinniao Qiu, Qi Zhang (2016)

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DOI: 10.1137/15M1031060

access: closed

type: Journal Article

metadata version: 2020-07-09

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  - https://dblp.org/rec/journals/siamco/HorstQZ16
Ulrich Horst, Jinniao Qiu, Qi Zhang:
A Constrained Control Problem with Degenerate Coefficients and Degenerate Backward SPDEs with Singular Terminal Condition. SIAM J. Control. Optim. 54(2): 946-963 (2016)

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