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Stochastics
An International Journal of Probability and Stochastic Processes
Volume 85, 2013 - Issue 4: Taksar Memorial Issue
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Original Articles

Solving a Hamilton–Jacobi–Bellman equation with constraints

Alireza Edalati Karlsruhe Institute of Technology, Germany
&
Christian Hipp Karlsruhe Institute of Technology, GermanyCorrespondence[email protected]
Pages 637-651 | Received 03 Mar 2013, Accepted 19 Mar 2013, Published online: 28 May 2013

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