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20152026
most citedViscosity Solutions to First Order Path-Dependent HJB Equations

6 citations · 24 across the 15 of their papers we have counts for

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math.OC2021★ 3 cited

Viscosity Solutions to Second Order Elliptic Hamilton-Jacobi-Bellman Equation with infinite delay

Jianjun Zhou

This paper introduces a notion of viscosity solutions for second order elliptic Hamilton-Jacobi-Bellman (HJB) equations with infinite delay associated with infinite-horizon optimal…