@article{COCV_2019__25__A63_0,
     author = {Bonnans, Joseph Fr\'ed\'eric and Gianatti, Justina and Silva, Francisco J.},
     title = {On the time discretization of stochastic optimal control problems: {The} dynamic programming approach},
     journal = {ESAIM: Control, Optimisation and Calculus of Variations},
     publisher = {EDP-Sciences},
     volume = {25},
     year = {2019},
     doi = {10.1051/cocv/2018045},
     zbl = {1447.93373},
     mrnumber = {4023121},
     language = {en},
     url = {http://www.numdam.org/articles/10.1051/cocv/2018045/}
}