Dynamic Programming Principle and Viscosity Solutions of Hamilton–Jacobi–Bellman Equations for Stochastic Recursive Control Problem with Non-Lipschitz Generator
Crossref DOI link: https://doi.org/10.1007/s00245-018-9551-4
Published Online: 2019-01-02
Published Print: 2020-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Zhuo, Yu
Dong, Yuchao
Pu, Jiangyan
Text and Data Mining valid from 2019-01-02
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Article History
First Online: 2 January 2019