Résumé en anglais

Within a general abstract framework, we show that any optimal control problem instandard form can be translated into a stochastic target problem as de ned in [17], whenever the underlying ltered probability space admits a suitable martingale representationproperty. This provides a uni ed way of treating these two classes of stochastic con-trol problems. As an illustration, we show, within a jump di usion framework, how theHamilton-Jacobi-Bellman equations associated to an optimal control problem in standard form can be easily retrieved from the partial di erential equations associated to itsstochastic target counterpart.