Nonexistence of nonconstant solutions of some degenerate Bellman equations and applications to stochastic control (Q2994676): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonexistence of nonconstant solutions of some degenerate Bellman equations and applications to stochastic control |
scientific article |
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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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