Abstract
Given a closed, bounded convex set
Our results apply to Brownian control problems that represent formal diffusion approximations to control problems associated with stochastic processing networks.
Citation
Rami Atar. Amarjit Budhiraja. Ruth J. Williams. "HJB equations for certain singularly controlled diffusions." Ann. Appl. Probab. 17 (5-6) 1745 - 1776, October 2007. https://doi.org/10.1214/07-AAP443
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