"The Dynamic Programming Equation for Second Order Stochastic Target Problems."

H. Mete Soner, Nizar Touzi (2009)

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DOI: 10.1137/07071130X

access: closed

type: Journal Article

metadata version: 2020-07-09

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H. Mete Soner, Nizar Touzi:
The Dynamic Programming Equation for Second Order Stochastic Target Problems. SIAM J. Control. Optim. 48(4): 2344-2365 (2009)

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