On the relationship between the stochastic maximum principle and dynamic programming in singular stochastic control
Abstract
no abstract
Yannick Mosset : Connect in order to contact the contributor
https://univ-tln.hal.science/hal-01293278
Submitted on : Thursday, March 24, 2016-2:41:18 PM
Last modification on : Tuesday, December 7, 2021-3:16:02 PM