An LP approach to dynamic programming principles for stochastic control problems with state constraints
DOI10.1016/J.NA.2012.09.002zbMATH Open1252.93133OpenAlexW1972718893MaRDI QIDQ690937FDOQ690937
Authors: Dan Goreac, Carina Ivaşcu, Oana Silvia Serea 
Publication date: 29 November 2012
Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.na.2012.09.002
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- Discontinuous control problems with state constraints: linear formulations and dynamic programming principles
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