Bruno Bouchard, Romuald Elie, Nizar Touzi. Stochastic Target Problems with Controlled Loss. SIAM J. Control and Optimization, 48(5):3123-3150, 2009. [doi]
@article{BouchardET09,
title = {Stochastic Target Problems with Controlled Loss},
author = {Bruno Bouchard and Romuald Elie and Nizar Touzi},
year = {2009},
doi = {10.1137/08073593X},
url = {http://dx.doi.org/10.1137/08073593X},
researchr = {https://researchr.org/publication/BouchardET09},
cites = {0},
citedby = {0},
journal = {SIAM J. Control and Optimization},
volume = {48},
number = {5},
pages = {3123-3150},
}