El Karoui, N. Les aspects probabilistes du contrôle stochastique. (French) Zbl 0472.60002 Ecole d’ete de probabilites de Saint-Flour IX-1979, Lect. Notes Math. 876, 74-238 (1981). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 3 ReviewsCited in 100 Documents MSC: 60-02 Research exposition (monographs, survey articles) pertaining to probability theory 93E20 Optimal stochastic control 60J60 Diffusion processes 60G07 General theory of stochastic processes 60G40 Stopping times; optimal stopping problems; gambling theory Keywords:optimal stopping; diffusion martingale; Snell envelope; optimal Markov control PDF BibTeX XML