"Stochastic Target Problems, Dynamic Programming, and Viscosity Solutions."

H. Mete Soner, Nizar Touzi (2002)

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DOI: 10.1137/S0363012900378863

access: closed

type: Journal Article

metadata version: 2020-07-09

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H. Mete Soner, Nizar Touzi:
Stochastic Target Problems, Dynamic Programming, and Viscosity Solutions. SIAM J. Control. Optim. 41(2): 404-424 (2002)

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