A Corrected Proof of the Stochastic Verification Theorem...

SIAM Journal on Control and Optimization 2005 / 01 Vol. 43; Iss. 6

A Corrected Proof of the Stochastic Verification Theorem within the Framework of Viscosity Solutions

Gozzi, Fausto, Swiech, Andrzej, Zhou, Xun Yu
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Volume:
43
Language:
english
Journal:
SIAM Journal on Control and Optimization
DOI:
10.1137/s0363012903428184
Date:
January, 2005
File:
PDF, 144 KB
english, 2005
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