Nonlinear Elliptic Equations with Singular Boundary Conditions and Stochastic Control with State Constraints. I. The Model Problem.

Lasry, J.M., and P.L., Lions. "Nonlinear Elliptic Equations with Singular Boundary Conditions and Stochastic Control with State Constraints. I. The Model Problem.." Mathematische Annalen 283.4 (1989): 583-630. <http://eudml.org/doc/164529>.

@article{Lasry1989,
author = {Lasry, J.M., P.L., Lions},
journal = {Mathematische Annalen},
keywords = {nonlinear elliptic equations; Singular problems; optimal feedback control; infinite horizon; subquadratic and superquadratic Hamiltonians; viscosity approach; ergodic problem; optimal markovian control; state constrained optimal stochastic control problems},
number = {4},
pages = {583-630},
title = {Nonlinear Elliptic Equations with Singular Boundary Conditions and Stochastic Control with State Constraints. I. The Model Problem.},
url = {http://eudml.org/doc/164529},
volume = {283},
year = {1989},
}

TY - JOUR
AU - Lasry, J.M.
AU - P.L., Lions
TI - Nonlinear Elliptic Equations with Singular Boundary Conditions and Stochastic Control with State Constraints. I. The Model Problem.
JO - Mathematische Annalen
PY - 1989
VL - 283
IS - 4
SP - 583
EP - 630
KW - nonlinear elliptic equations; Singular problems; optimal feedback control; infinite horizon; subquadratic and superquadratic Hamiltonians; viscosity approach; ergodic problem; optimal markovian control; state constrained optimal stochastic control problems
UR - http://eudml.org/doc/164529
ER -