Approximation and optimality necessary conditions in relaxed stochastic control problems.
Bahlali, Seïd ; Mezerdi, Brahim ; Djehiche, Boualem
Journal of Applied Mathematics and Stochastic Analysis, Tome 2006 (2006), / Harvested from The Electronic Library of Mathematics
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Publié le : 2006-01-01
DOI : https://doi.org/10.1155/JAMSA/2006/72762
EUDML-ID : urn:eudml:doc:53388 
@article{05189223,
     title = {Approximation and optimality necessary conditions in relaxed stochastic control problems.},
     journal = {Journal of Applied Mathematics and Stochastic Analysis},
     volume = {2006},
     year = {2006},
     doi = {10.1155/JAMSA/2006/72762},
     zbl = {1119.49027},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05189223}
}

Bahlali, Seïd; Mezerdi, Brahim; Djehiche, Boualem. Approximation and optimality necessary conditions in relaxed stochastic control problems.. Journal of Applied Mathematics and Stochastic Analysis, Tome 2006 (2006) . doi : 10.1155/JAMSA/2006/72762. http://gdmltest.u-ga.fr/item/05189223/