The relaxed general maximum principle for singular optimal control of diffusions, Systems & Control Letters, vol.58, issue.1, pp.76-82, 2009. ,
DOI : 10.1016/j.sysconle.2008.08.003
Optimality necessary conditions in singular stochastic control problems with nonsmooth data, Journal of Mathematical Analysis and Applications, vol.355, issue.2, pp.479-494, 2009. ,
DOI : 10.1016/j.jmaa.2009.01.066
The Relaxed Stochastic Maximum Principle in Singular Optimal Control of Diffusions, SIAM Journal on Control and Optimization, vol.46, issue.2, pp.427-444, 2007. ,
DOI : 10.1137/050644744
A General Stochastic Maximum Principle for Singular Control Problems, Electronic Journal of Probability, vol.10, issue.0, pp.988-1004, 2005. ,
DOI : 10.1214/EJP.v10-271
Stochastic maximum principle for distributed parameter systems, Journal of the Franklin Institute, vol.315, issue.5-6, pp.5-6, 1983. ,
DOI : 10.1016/0016-0032(83)90059-5
White noise driven SPDEs with reflection, Probability Theory and Related Fields, vol.74, issue.1, pp.1-24, 1993. ,
DOI : 10.1007/BF01197335
Stochastic partial differential equations and filtering of diffusion processes, Stochastics, vol.22, issue.1-4, pp.127-167, 1979. ,
DOI : 10.1007/BF00536382
On the Existence of Optimal Controls for SPDEs with Boundary Noise and Boundary Control, SIAM Journal on Control and Optimization, vol.51, issue.3, 2013. ,
DOI : 10.1137/110855855
Stochastic variational inequalities of parabolic type, Applied Mathematics & Optimization, vol.9, issue.1, pp.163-192, 1989. ,
DOI : 10.1007/BF01447653
On semi-linear degenerate backward stochastic partial differential equations, Probability Theory and Related Fields, vol.123, issue.3, pp.381-411, 2002. ,
DOI : 10.1007/s004400100193
Maximum principle for semilinear stochastic evolution control systems, Stochastics An International Journal of Probability and Stochastic Processes, vol.33, issue.3, pp.3-4, 1990. ,
DOI : 10.1080/17442509008833671
Adapted solution of a backward semilinear stochastic evolution equation, Stochastic Analysis and Applications, vol.10, issue.4, pp.445-459, 1991. ,
DOI : 10.1137/0310041
White noise driven by quasilinear spdes with reflection. Probab. Theory Rel, pp.77-89, 1992. ,
DOI : 10.1007/bf01195389
URL : http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.405.727
Backward stochastic partial differential equations with jumps and application to optimal control of random jump fields, Stochastics An International Journal of Probability and Stochastic Processes, vol.77, issue.5, pp.381-399, 2005. ,
DOI : 10.1016/S0304-4149(96)00120-2
Singular Stochastic Control and Optimal Stopping with Partial Information of It??--L??vy Processes, SIAM Journal on Control and Optimization, vol.50, issue.4, pp.2254-2287, 2012. ,
DOI : 10.1137/100793931
A concise course on stochastic partial differential equations, Lecture Notes in Mathematics, 1905. ,
Reflected BSDEs and robust optimal stopping for dynamic risk measures with jumps, Stochastic Processes and their Applications, vol.124, issue.9, 2013. ,
DOI : 10.1016/j.spa.2014.04.007
URL : https://hal.archives-ouvertes.fr/hal-00780175
White Noise Driven SPDEs with Reflection: Strong Feller Properties and Harnack Inequalities, Potential Analysis, vol.28, issue.4, pp.137-151, 2010. ,
DOI : 10.1007/s11118-009-9162-4