- 0. Introduction
- 1. Preliminaries and overview
- 2. The BSDE on a finite horizon
- 3. The BSDE on an infinite horizon
- 4. The stochastic control problem on an infinite horizon
- 5. Solving the stochastic control problem via the BSDE
- 5.1. The bounded case
- 5.2. The positive case
- 5.3. The general case
- 5.4. Consequences for the stochastic control problem
- References
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