Nonexistence of nonconstant solutions of some degenerate Bellman equations and applications to stochastic control (Q2994676): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 09:16, 5 March 2024
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 |
Statements
Nonexistence of nonconstant solutions of some degenerate Bellman equations and applications to stochastic control (English)
0 references
3 August 2016
0 references
Hamilton-Jacobi-Bellman equations
0 references
degenerate elliptic PDEs
0 references
stochastic control
0 references
exit-time problems
0 references
ergodic control with state constraints
0 references
viscosity solutions
0 references
