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"HJB Equations with Gradient Constraint Associated with Controlled ..."
Mark Kelbert, Harold A. Moreno-Franco (2019)
- Mark Kelbert, Harold A. Moreno-Franco:
HJB Equations with Gradient Constraint Associated with Controlled Jump-Diffusion Processes. SIAM J. Control. Optim. 57(3): 2185-2213 (2019)
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