【摘 要】
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We determine a weaker sufficient condition than that of Theorem 5.2.1 in Fleming and Soner(2006)for the continuity of the value functions of stochastic exit
【机 构】
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Univ.of Wisconsin-Milwaukee
论文部分内容阅读
We determine a weaker sufficient condition than that of Theorem 5.2.1 in Fleming and Soner(2006)for the continuity of the value functions of stochastic exit time control problems.
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