Optimal Control versus Stochastic Target problems: An Equivalence Result

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Date
2012Dewey
Probabilités et mathématiques appliquéesSujet
Stochastic target; stochastic control; viscosity solutionsJournal issue
Systems & Control LettersVolume
61Number
2Publication date
2012Article pages
343-346Publisher
ElsevierCollections
Metadata
Show full item recordAuthor
Bouchard, Bruno
Dang, Ngoc Minh