TY - JOUR
T1 - On the continuity of stochastic exit time control problems
AU - Bayraktar, Erhan
AU - Song, Qingshuo
AU - Yang, Jie
PY - 2011/1
Y1 - 2011/1
N2 - 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. © Taylor & Francis Group, LLC.
AB - 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. © Taylor & Francis Group, LLC.
KW - Continuity of the value function
KW - Degenerate diffusions
KW - Exit time control
KW - The cauchy problem on bounded domains
KW - Viscosity solutions
UR - http://www.scopus.com/inward/record.url?scp=78650467662&partnerID=8YFLogxK
UR - https://www.scopus.com/record/pubmetrics.uri?eid=2-s2.0-78650467662&origin=recordpage
U2 - 10.1080/07362994.2011.532020
DO - 10.1080/07362994.2011.532020
M3 - RGC 21 - Publication in refereed journal
SN - 0736-2994
VL - 29
SP - 48
EP - 60
JO - Stochastic Analysis and Applications
JF - Stochastic Analysis and Applications
IS - 1
ER -