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

Khaled Bahlali 1 Farid Chighoub Brahim Mezerdi
1 IMATH - Institut de Mathématiques de Toulon - EA 2134
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https://hal-univ-tln.archives-ouvertes.fr/hal-01293278
Contributor : Claire Remond <>
Submitted on : Thursday, March 24, 2016 - 2:41:18 PM
Last modification on : Tuesday, June 19, 2018 - 3:50:01 PM

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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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