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H. Mete Soner, Nizar Touzi. Stochastic Target Problems, Dynamic Programming, and Viscosity Solutions. SIAM J. Control and Optimization, 41(2):404-424, 2002. [doi]
Possibly Related PublicationsThe following publications are possibly variants of this publication: The Dynamic Programming Equation for Second Order Stochastic Target ProblemsH. Mete Soner, Nizar Touzi. siamco, 48(4):2344-2365, 2009. [doi] Weak Dynamic Programming Principle for Viscosity SolutionsBruno Bouchard, Nizar Touzi. siamco, 49(3):948-962, 2011. [doi]
The following publications are possibly variants of this publication: