qiu:18:viscosity¶
BibTeX Entry:
@article{qiu:18:viscosity,
author = {Qiu, Jinniao},
doi = {10.1137/17M1148232},
fjournal = {SIAM Journal on Control and Optimization},
issn = {0363-0129,1095-7138},
journal = {SIAM J. Control Optim.},
mrclass = {49L25 (35D40 35K55 35R60 49L20 60H15 93E20)},
mrnumber = {3864678},
mrreviewer = {Xiang\ Yu},
number = {5},
pages = {3708--3730},
title = {Viscosity solutions of stochastic
{H}amilton-{J}acobi-{B}ellman equations},
url = {https://doi.org/10.1137/17M1148232},
volume = {56},
year = {2018}
}
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