For a spider diffusion with controlled, local-time-dependent branch selection, the value function is characterized as the unique viscosity solution of a HJB system with a nonlinear local-time Kirchhoff boundary condition.
Some Notes on Standard Borel and Related Spaces
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These notes give an elementary approach to parts of the theory of standard Borel and analytic spaces.
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Stochastic scattering control of spider diffusion governed by an optimal diffraction probability measure selected from its own local-time
For a spider diffusion with controlled, local-time-dependent branch selection, the value function is characterized as the unique viscosity solution of a HJB system with a nonlinear local-time Kirchhoff boundary condition.