Matches in SemOpenAlex for { <https://semopenalex.org/work/W2891947580> ?p ?o ?g. }
Showing items 1 to 99 of
99
with 100 items per page.
- W2891947580 abstract "This paper establishes the existence of a unique nonnegative continuous viscosity solution to the HJB equation associated with a Markovian linear-quadratic control problems with singular terminal state constraint and possibly unbounded cost coefficients. The existence result is based on a novel comparison principle for semi-continuous viscosity sub- and supersolutions for PDEs with singular terminal value. Continuity of the viscosity solution is enough to carry out the verification argument." @default.
- W2891947580 created "2018-09-27" @default.
- W2891947580 creator A5029654636 @default.
- W2891947580 creator A5042844253 @default.
- W2891947580 date "2018-09-06" @default.
- W2891947580 modified "2023-10-01" @default.
- W2891947580 title "Continuous viscosity solutions to linear-quadratic stochastic control problems with singular terminal state constraint" @default.
- W2891947580 cites W1558573846 @default.
- W2891947580 cites W1591251954 @default.
- W2891947580 cites W1970805552 @default.
- W2891947580 cites W1988270113 @default.
- W2891947580 cites W2000779621 @default.
- W2891947580 cites W2032316144 @default.
- W2891947580 cites W2070311875 @default.
- W2891947580 cites W2110921408 @default.
- W2891947580 cites W2125406222 @default.
- W2891947580 cites W2136026349 @default.
- W2891947580 cites W2157883119 @default.
- W2891947580 cites W2243463339 @default.
- W2891947580 cites W2324041629 @default.
- W2891947580 cites W2584116040 @default.
- W2891947580 cites W2953116868 @default.
- W2891947580 cites W2962735080 @default.
- W2891947580 cites W3105216921 @default.
- W2891947580 cites W3122437676 @default.
- W2891947580 cites W43426828 @default.
- W2891947580 hasPublicationYear "2018" @default.
- W2891947580 type Work @default.
- W2891947580 sameAs 2891947580 @default.
- W2891947580 citedByCount "2" @default.
- W2891947580 countsByYear W28919475802019 @default.
- W2891947580 crossrefType "posted-content" @default.
- W2891947580 hasAuthorship W2891947580A5029654636 @default.
- W2891947580 hasAuthorship W2891947580A5042844253 @default.
- W2891947580 hasConcept C11413529 @default.
- W2891947580 hasConcept C121332964 @default.
- W2891947580 hasConcept C126255220 @default.
- W2891947580 hasConcept C127172972 @default.
- W2891947580 hasConcept C129844170 @default.
- W2891947580 hasConcept C134306372 @default.
- W2891947580 hasConcept C135909967 @default.
- W2891947580 hasConcept C196978813 @default.
- W2891947580 hasConcept C2524010 @default.
- W2891947580 hasConcept C2776036281 @default.
- W2891947580 hasConcept C2779664074 @default.
- W2891947580 hasConcept C28826006 @default.
- W2891947580 hasConcept C33923547 @default.
- W2891947580 hasConcept C41008148 @default.
- W2891947580 hasConcept C48103436 @default.
- W2891947580 hasConcept C76155785 @default.
- W2891947580 hasConcept C88731125 @default.
- W2891947580 hasConcept C91575142 @default.
- W2891947580 hasConcept C97355855 @default.
- W2891947580 hasConceptScore W2891947580C11413529 @default.
- W2891947580 hasConceptScore W2891947580C121332964 @default.
- W2891947580 hasConceptScore W2891947580C126255220 @default.
- W2891947580 hasConceptScore W2891947580C127172972 @default.
- W2891947580 hasConceptScore W2891947580C129844170 @default.
- W2891947580 hasConceptScore W2891947580C134306372 @default.
- W2891947580 hasConceptScore W2891947580C135909967 @default.
- W2891947580 hasConceptScore W2891947580C196978813 @default.
- W2891947580 hasConceptScore W2891947580C2524010 @default.
- W2891947580 hasConceptScore W2891947580C2776036281 @default.
- W2891947580 hasConceptScore W2891947580C2779664074 @default.
- W2891947580 hasConceptScore W2891947580C28826006 @default.
- W2891947580 hasConceptScore W2891947580C33923547 @default.
- W2891947580 hasConceptScore W2891947580C41008148 @default.
- W2891947580 hasConceptScore W2891947580C48103436 @default.
- W2891947580 hasConceptScore W2891947580C76155785 @default.
- W2891947580 hasConceptScore W2891947580C88731125 @default.
- W2891947580 hasConceptScore W2891947580C91575142 @default.
- W2891947580 hasConceptScore W2891947580C97355855 @default.
- W2891947580 hasLocation W28919475801 @default.
- W2891947580 hasOpenAccess W2891947580 @default.
- W2891947580 hasPrimaryLocation W28919475801 @default.
- W2891947580 hasRelatedWork W129783313 @default.
- W2891947580 hasRelatedWork W1980122376 @default.
- W2891947580 hasRelatedWork W1992790347 @default.
- W2891947580 hasRelatedWork W2022785684 @default.
- W2891947580 hasRelatedWork W2047523406 @default.
- W2891947580 hasRelatedWork W2054731695 @default.
- W2891947580 hasRelatedWork W2057552437 @default.
- W2891947580 hasRelatedWork W2059064345 @default.
- W2891947580 hasRelatedWork W2218867011 @default.
- W2891947580 hasRelatedWork W2362598461 @default.
- W2891947580 hasRelatedWork W2620415531 @default.
- W2891947580 hasRelatedWork W2775380735 @default.
- W2891947580 hasRelatedWork W2809550677 @default.
- W2891947580 hasRelatedWork W2964079767 @default.
- W2891947580 hasRelatedWork W2980185163 @default.
- W2891947580 hasRelatedWork W3017376261 @default.
- W2891947580 hasRelatedWork W3047087788 @default.
- W2891947580 hasRelatedWork W3130828770 @default.
- W2891947580 hasRelatedWork W3160340883 @default.
- W2891947580 hasRelatedWork W2149303950 @default.
- W2891947580 isParatext "false" @default.
- W2891947580 isRetracted "false" @default.
- W2891947580 magId "2891947580" @default.
- W2891947580 workType "article" @default.