On the Continuity of Stochastic Exit Time Control Problems

@inproceedings{Bayraktar2009OnTC,
  title={On the Continuity of Stochastic Exit Time Control Problems},
  author={Erhan Bayraktar and Qingshuo Song and Jie Yang},
  year={2009}
}
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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