• 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