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"Weak Dynamic Programming Principle for Viscosity Solutions."

Bruno Bouchard, Nizar Touzi (2011)

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DOI: 10.1137/090752328

access: closed

type: Journal Article

metadata version: 2020-07-09

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  - https://dblp.org/rec/journals/siamco/BouchardT11
Bruno Bouchard, Nizar Touzi:
Weak Dynamic Programming Principle for Viscosity Solutions. SIAM J. Control. Optim. 49(3): 948-962 (2011)

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