We present a full and corrected proof of the stochastic verification theorem that was first obtained by Zhou, Yong, and Li [SIAM J. Control Optim., 35 (1997), pp. 243--253].
A Corrected Proof of the Stochastic Verification Theorem within the Framework of Viscosity Solutions / Gozzi, Fausto; Swiech, A.; Zhou, X. Y.. - In: SIAM JOURNAL ON CONTROL AND OPTIMIZATION. - ISSN 0363-0129. - 43:6(2009), pp. 2009-2019.
Titolo: | A Corrected Proof of the Stochastic Verification Theorem within the Framework of Viscosity Solutions | |
Autori: | ||
Data di pubblicazione: | 2009 | |
Rivista: | ||
Citazione: | A Corrected Proof of the Stochastic Verification Theorem within the Framework of Viscosity Solutions / Gozzi, Fausto; Swiech, A.; Zhou, X. Y.. - In: SIAM JOURNAL ON CONTROL AND OPTIMIZATION. - ISSN 0363-0129. - 43:6(2009), pp. 2009-2019. | |
Abstract: | We present a full and corrected proof of the stochastic verification theorem that was first obtained by Zhou, Yong, and Li [SIAM J. Control Optim., 35 (1997), pp. 243--253]. | |
Handle: | http://hdl.handle.net/11385/3705 | |
Appare nelle tipologie: | 01.1 - Articolo su rivista (Article) |
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