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1
by Sethi, Suresh P., Zhang, Qing
Published 1994
Birkhäuser
Table of Contents: ... chains with two parameters -- F. Convex functions -- G. Viscosity solutions of HJB equations -- H. Value...

2
by Yin, George G., Zhang, Qing
Published 1998
Springer New York
Table of Contents: ... -- A.3 Relaxed Control -- A.4 Viscosity Solutions of HJB Equations -- A.5 Value Functions and Optimal...

3
Published 2019
Springer International Publishing
Table of Contents: ... -- American Option Model and Negative Fichera Function on Degenerate Boundary -- Continuous-Time Markov Chain...