On the relationship between the stochastic maximum principle and dynamic programming in singular stochastic control
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Journal Articles
Stochastics: An International Journal of Probability and Stochastic Processes
Year : 2012
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https://hal-univ-tln.archives-ouvertes.fr/hal-01293278
Submitted on : Thursday, March 24, 2016-2:41:18 PM
Last modification on : Tuesday, December 7, 2021-3:16:02 PM
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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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