Nonexistence of nonconstant solutions of some degenerate Bellman equations and applications to stochastic control (Q2994676): Difference between revisions

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Latest revision as of 08:34, 12 July 2024

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Nonexistence of nonconstant solutions of some degenerate Bellman equations and applications to stochastic control
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    Nonexistence of nonconstant solutions of some degenerate Bellman equations and applications to stochastic control (English)
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    3 August 2016
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    Hamilton-Jacobi-Bellman equations
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    degenerate elliptic PDEs
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    stochastic control
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    exit-time problems
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    ergodic control with state constraints
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    viscosity solutions
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