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	GENERALIZED HAMILTON-JACOBI-BELLMAN EQUATIONS WITH DIRICHLET BOUNDARY CONDITION AND STOCHASTIC EXIT TIME OPTIMAL CONTROL PROBLEM
	Buckdahn, Rainer; Nie, Tianyang
刊名	SIAM JOURNAL ON CONTROL AND OPTIMIZATION
	2016
卷号	54期号:2页码:602-631
关键词	stochastic exit time optimal control backward stochastic differential equations Hamilton-Jacobi-Bellman equations viscosity solutions
DOI	10.1137/140998160
URL标识	查看原文
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/4705250
专题	山东大学
作者单位	1.Univ Bretagne Occidentale, Math Lab, F-29285 Brest 3, France. 2.Shandong Univ, Sch Math, Jinan 2
推荐引用方式 GB/T 7714	Buckdahn, Rainer,Nie, Tianyang. GENERALIZED HAMILTON-JACOBI-BELLMAN EQUATIONS WITH DIRICHLET BOUNDARY CONDITION AND STOCHASTIC EXIT TIME OPTIMAL CONTROL PROBLEM[J]. SIAM JOURNAL ON CONTROL AND OPTIMIZATION,2016,54(2):602-631.
APA	Buckdahn, Rainer,&Nie, Tianyang.(2016).GENERALIZED HAMILTON-JACOBI-BELLMAN EQUATIONS WITH DIRICHLET BOUNDARY CONDITION AND STOCHASTIC EXIT TIME OPTIMAL CONTROL PROBLEM.SIAM JOURNAL ON CONTROL AND OPTIMIZATION,54(2),602-631.
MLA	Buckdahn, Rainer,et al."GENERALIZED HAMILTON-JACOBI-BELLMAN EQUATIONS WITH DIRICHLET BOUNDARY CONDITION AND STOCHASTIC EXIT TIME OPTIMAL CONTROL PROBLEM".SIAM JOURNAL ON CONTROL AND OPTIMIZATION 54.2(2016):602-631.

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