most citedOn some recent aspects of stochastic control and their applications

90 citations · 90 across the 1 of their papers we have counts for

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1 paper

math.PR2005★ 90 cited

On some recent aspects of stochastic control and their applications

Huyen Pham

This paper is a survey on some recent aspects and developments in stochastic control. We discuss the two main historical approaches, Bellman's optimality principle and Pontryagin's…