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Probabilistic interpretation of HJB equations by the representation theorem for generators of BSDEs
Lishun Xiao, Shengjun Fan and Dejian Tian Electronic Communications in Probability 25(none) (2020) https://doi.org/10.1214/20-ECP310
Dynamic Programming Principle and Viscosity Solutions of Hamilton–Jacobi–Bellman Equations for Stochastic Recursive Control Problem with Non-Lipschitz Generator