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Regularity Properties for General HJB Equations: A Backward Stochastic Differential Equation Method.

Rainer BuckdahnJianhui HuangJuan Li
Published in: SIAM J. Control. Optim. (2012)
Keyphrases
  • special case
  • cost function
  • dynamic programming
  • image processing
  • parameter estimation
  • dynamical systems
  • differential equations
  • gaussian distribution