H. Mete Soner, Nizar Touzi. Stochastic Target Problems, Dynamic Programming, and Viscosity Solutions. SIAM J. Control and Optimization, 41(2):404-424, 2002. [doi]
@article{SonerT02,
title = {Stochastic Target Problems, Dynamic Programming, and Viscosity Solutions},
author = {H. Mete Soner and Nizar Touzi},
year = {2002},
doi = {10.1137/S0363012900378863},
url = {http://dx.doi.org/10.1137/S0363012900378863},
tags = {programming},
researchr = {https://researchr.org/publication/SonerT02},
cites = {0},
citedby = {0},
journal = {SIAM J. Control and Optimization},
volume = {41},
number = {2},
pages = {404-424},
}