Generalized Hamilton--Jacobi--Bellman Equations with Dirichlet Boundary Condition and Stochastic Exit Time Optimal Control Problem
2016 ◽
Vol 54
(2)
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pp. 602-631
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2014 ◽
Vol 22
(1)
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pp. 21-44
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2015 ◽
Vol 39
(4)
◽
pp. 168-174
1982 ◽
Vol 10
(2)
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pp. 173-181
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1982 ◽
Vol 104
(2)
◽
pp. 151-157
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2016 ◽
Vol 13
(3)
◽
pp. 296
2008 ◽
Vol 47
(4)
◽
pp. 1701-1720
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