hal-00747715

title_s

An LP Approach to Dynamic Programming Principles for Stochastic Control Problems with State Constraints

auteur

Dan Goreac, Carina Ivascu, Oana Silvia Serea

journal

Nonlinear Analysis: Theory, Methods and Applications

volume

77

pages

59-73

doi

10.1016/j.na.2012.09.002

annee

2013

Identifiant HAL