Nonlinear elliptic equations with singular boundary conditions and stochastic control with state constraints. I: The model problem

DOI10.1007/BF01442856zbMath0688.49026MaRDI QIDQ1263811

Pierre-Louis Lions, Jean-Michel Lasry

Publication date: 1989

Published in: Mathematische Annalen (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/164529

zbMATH Keywords

infinite horizonoptimal feedback controlnonlinear elliptic equationsergodic problemviscosity approachSingular problemsoptimal markovian controlstate constrained optimal stochastic control problemssubquadratic and superquadratic Hamiltonians

Mathematics Subject Classification ID

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