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

J.M. Lasry; Lions P.L.

Mathematische Annalen (1989)

  • Volume: 283, Issue: 4, page 583-630
  • ISSN: 0025-5831; 1432-1807/e

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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 -

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