A general stochastic maximum principle for singular control problems.
Bahlali, Seid ; Mezerdi, Brahim
Electronic Communications in Probability [electronic only], Tome 10 (2005), p. 988-1004 / Harvested from The Electronic Library of Mathematics
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Publié le : 2005-01-01
EUDML-ID : urn:eudml:doc:127233 
@article{05070603,
     title = {A general stochastic maximum principle for singular control problems.},
     journal = {Electronic Communications in Probability [electronic only]},
     volume = {10},
     year = {2005},
     pages = {988-1004},
     zbl = {1110.49024},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05070603}
}

Bahlali, Seid; Mezerdi, Brahim. A general stochastic maximum principle for singular control problems.. Electronic Communications in Probability [electronic only], Tome 10 (2005) pp. 988-1004. http://gdmltest.u-ga.fr/item/05070603/