On some recent aspects of stochastic control and their applications.

Pham, Huyên. "On some recent aspects of stochastic control and their applications.." Probability Surveys [electronic only] 2 (2005): 506-549. <http://eudml.org/doc/224452>.

@article{Pham2005,
author = {Pham, Huyên},
journal = {Probability Surveys [electronic only]},
keywords = {controlled diffusions; dynamic programming; maximum principle; viscosity solutions; backward stochastic differential equations; finance},
language = {eng},
pages = {506-549},
publisher = {Sponsored by Institute of Mathematical Statistics and by the Bernoulli Society},
title = {On some recent aspects of stochastic control and their applications.},
url = {http://eudml.org/doc/224452},
volume = {2},
year = {2005},
}

TY - JOUR
AU - Pham, Huyên
TI - On some recent aspects of stochastic control and their applications.
JO - Probability Surveys [electronic only]
PY - 2005
PB - Sponsored by Institute of Mathematical Statistics and by the Bernoulli Society
VL - 2
SP - 506
EP - 549
LA - eng
KW - controlled diffusions; dynamic programming; maximum principle; viscosity solutions; backward stochastic differential equations; finance
UR - http://eudml.org/doc/224452
ER -