On the relationship between the stochastic maximum principle and dynamic programming in singular stochastic control†
2014 ◽
Vol 2014
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pp. 1-17
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2017 ◽
Vol 176
(2)
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pp. 319-350
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2020 ◽
Vol 28
(4)
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pp. 291-306
Keyword(s):
2017 ◽
Vol 10
(1)
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pp. 215-226
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Keyword(s):
Keyword(s):
1990 ◽
Vol 31
(1-4)
◽
pp. 1-13
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2013 ◽
Vol 2013
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pp. 1-12
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