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"Degenerate Stochastic Control Problems with ExponentialCosts and Weakly ..."

Minyi Huang, Peter E. Caines, Roland P. Malhamé (2005)

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DOI: 10.1137/S0363012902417644

access: closed

type: Journal Article

metadata version: 2020-12-29

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Minyi Huang, Peter E. Caines, Roland P. Malhamé:
Degenerate Stochastic Control Problems with ExponentialCosts and Weakly Coupled Dynamics: Viscosity Solutions and a Maximum Principle. SIAM J. Control. Optim. 44(1): 367-387 (2005)

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