On the relationship between the stochastic maximum principle and dynamic programming in singular stochastic control
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Article Dans Une Revue
Stochastics: An International Journal of Probability and Stochastic Processes
Année : 2012
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https://univ-tln.hal.science/hal-01293278
Soumis le : jeudi 24 mars 2016-14:41:18
Dernière modification le : mercredi 17 avril 2024-10:48:54
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- HAL Id : hal-01293278 , version 1
Citer
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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