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Journal Articles Stochastics: An International Journal of Probability and Stochastic Processes Year : 2012

On the relationship between the stochastic maximum principle and dynamic programming in singular stochastic control

(1) , ,
1
Farid Chighoub
  • Function : Author
Brahim Mezerdi

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Dates and versions

hal-01293278 , version 1 (24-03-2016)

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  • HAL Id : hal-01293278 , version 1

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Khaled Bahlali, Farid Chighoub, Brahim Mezerdi. On the relationship between the stochastic maximum principle and dynamic programming in singular stochastic control. Stochastics: An International Journal of Probability and Stochastic Processes, 2012, 84 (2-3), pp.233--249. ⟨hal-01293278⟩
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