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"A Weak Dynamic Programming Principle for Combined Optimal ..."

Roxana Dumitrescu, Marie Claire Quenez, Agnès Sulem (2016)

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DOI: 10.1137/15M1027012

access: closed

type: Journal Article

metadata version: 2020-07-09

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  - https://dblp.org/rec/journals/siamco/DumitrescuQS16
Roxana Dumitrescu, Marie Claire Quenez, Agnès Sulem:
A Weak Dynamic Programming Principle for Combined Optimal Stopping/Stochastic Control with E^f-expectations. SIAM J. Control. Optim. 54(4): 2090-2115 (2016)

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