Articlegreen2010

On the Continuity of Stochastic Exit Time Control Problems

Erhan Bayraktar · Qingshuo Song · Jie Yang

24 citations0/0 files storedStochastic Analysis and Applications

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Stochastic processes and financial applications Nonlinear Partial Differential Equations Adaptive Dynamic Programming Control

Abstract

We determine a weaker sufficient condition than that of Theorem 5.2.1 in Fleming and Soner (2006) for the continuity of the value functions of stochastic exit time control problems.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 24 citations exist upstream.

References

2007Brownian Motion and Stochastic Calculus 1998Brownian Motion and Stochastic Calculus 1990Numerical Methods for Stochastic Control Problems in Continuous Time 1980Controlled Diffusion Processes 2001Numerical Methods for Stochastic Control Problems in Continuous Time

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

Imported from OpenAlex (CC0) — nothing here is generated.