Continuous Viscosity Solutions to Linear-Quadratic Stochastic Control Problems with Singular Terminal State Constraint
Crossref DOI link: https://doi.org/10.1007/s00245-020-09673-4
Published Online: 2020-04-02
Published Print: 2021-08
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Horst, Ulrich
Xia, Xiaonyu
Funding for this research was provided by:
Humboldt-Universität zu Berlin
Text and Data Mining valid from 2020-04-02
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Article History
First Online: 2 April 2020