@article {MR878312,
	title = {Compactification methods in the control of degenerate diffusions: existence of an optimal control},
	journal = {Stochastics},
	volume = {20},
	number = {3},
	year = {1987},
	pages = {169{\textendash}219},
	issn = {0090-9491},
	doi = {10.1080/17442508708833443},
	url = {http://db.lic.vnu.edu.vn:2080/10.1080/17442508708833443},
	author = {El Karoui, Nicole and Nguyen Huu Du and Jeanblanc-Picqu{\'e}, Monique}
}
