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On the relationship between the stochastic maximum principle and dynamic programming in singular stochastic control†
Bahlali, Khaled, Chighoub, Farid, Mezerdi, BrahimVolume:
84
Year:
2012
Language:
english
Pages:
17
DOI:
10.1080/17442508.2010.522238
File:
PDF, 192 KB
english, 2012