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Properties of value function and existence of viscosity solution of HJB equation for stochastic boundary control problems

✍ Scribed by Huaiqiang Yu; Bin Liu

Book ID: 113712082
Publisher: Elsevier Science
Year: 2011
Tongue: English
Weight: 234 KB
Volume: 348
Category: Article
ISSN: 0016-0032
DOI: 10.1016/j.jfranklin.2011.06.003

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