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20122022
most citedTime-Inconsistent Stochastic Optimal Control Problems and Backward Stochastic Volterra Integral Equations

11 citations · 31 across the 13 of their papers we have counts for

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math.AP2020

Remarks on Viscosity Super-Solutions of Quasi-Variational Inequalities

Yue Zhou, Xinwei Feng, Jiongmin Yong

For Hamilton-Jacobi-Bellman (HJB) equations, with the standard definitions of viscosity super-solution and sub-solution, it is known that there is a comparison between any (viscosi…