Contrôle de processus de Markov

Nicole El Karoui; Monique Jeanblanc Picque

Séminaire de probabilités de Strasbourg (1988)

  • Volume: 22, page 508-541

How to cite


El Karoui, Nicole, and Jeanblanc Picque, Monique. "Contrôle de processus de Markov." Séminaire de probabilités de Strasbourg 22 (1988): 508-541. <>.

author = {El Karoui, Nicole, Jeanblanc Picque, Monique},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {Markov process; exponential supermartingale; dynamic programming principle; Hamilton-Jacobi-Bellman equation},
language = {fre},
pages = {508-541},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Contrôle de processus de Markov},
url = {},
volume = {22},
year = {1988},

AU - El Karoui, Nicole
AU - Jeanblanc Picque, Monique
TI - Contrôle de processus de Markov
JO - Séminaire de probabilités de Strasbourg
PY - 1988
PB - Springer - Lecture Notes in Mathematics
VL - 22
SP - 508
EP - 541
LA - fre
KW - Markov process; exponential supermartingale; dynamic programming principle; Hamilton-Jacobi-Bellman equation
UR -
ER -


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