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

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Submitted on : Thursday, March 24, 2016 - 2:41:18 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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