scientific article; zbMATH DE number 695024
From MaRDI portal
Publication:4314552
DOI10.1512/IUMJ.1994.43.43020zbMATH Open0819.35057OpenAlexW4241839530WikidataQ60149159 ScholiaQ60149159MaRDI QIDQ4314552FDOQ4314552
Authors: Markos Katsoulakis 
Publication date: 23 November 1994
Published in: Indiana University Mathematics Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1512/iumj.1994.43.43020
Title of this publication is not available (Why is that?)
Recommendations
- Viscosity solutions of fully nonlinear second-order elliptic partial differential equations
- scientific article; zbMATH DE number 20114
- scientific article; zbMATH DE number 1145308
- Viscosity solutions of nonlinear systems of degenerated elliptic equations of second order
- On uniqueness and existence of viscosity solutions of fully nonlinear second-order elliptic PDE's
- scientific article; zbMATH DE number 1445722
- Viscosity solutions of nonlinear second-order partial differential equations in hilbert spaces
- Viscosity solutions of nonlinear second order elliptic PDEs involving nonlocal operators
- scientific article; zbMATH DE number 4086156
- scientific article; zbMATH DE number 4144504
Cited In (29)
- Existence and uniqueness for integro-differential equations with dominating drift terms
- State constrained control problems in Banach lattices and applications
- Optimal decision for selling an illiquid stock
- Penalty approach to the HJB equation arising in European stock option pricing with proportional transaction costs
- Backward reachability approach to state-constrained stochastic optimal control problem for jump-diffusion models
- Distribution‐constrained optimal stopping
- Degenerate Eikonal equations with discontinuous refraction index
- Title not available (Why is that?)
- Optimal management of pumped hydroelectric production with state constrained optimal control
- Penalty method for portfolio selection with capital gains tax
- Pension funds with a minimum guarantee: a stochastic control approach
- COMPARISON RESULTS FOR QUASILINEAR EQUATIONS IN ANNULAR DOMAINS AND APPLICATIONS1*
- Singular control with state constraints on unbounded domain
- State-constrained stochastic optimal control problems via reachability approach
- On the generalized Dirichlet problem for viscous Hamilton--Jacobi equations.
- Optimal switching in finite horizon under state constraints
- A level-set approach for stochastic optimal control problems under controlled-loss constraints
- Viscosity solutions of second order partial differential equations with boundary conditions on Riemannian manifolds
- Uniqueness to elliptic and parabolic Hamilton-Jacobi-Bellman equations with non-smooth boundary
- Existence of the solution to the constraint state in second harmonic equations
- Portfolio optimization under a quantile hedging constraint
- Convex viscosity solutions and state constraints
- A deterministic game interpretation for fully nonlinear parabolic equations with dynamic boundary conditions
- A strong comparison result for the bellman equation arising in stochastic exit time control problems and its applications
- The Dirichlet Problem for Semilinear Second-Order Degenerate Elliptic Equations and Applications to Stochastic Exit Time Control Problems
- On dynamic programming principle for stochastic control under expectation constraints
- Regime-switching constrained viscosity solutions approach for controlling dam-reservoir systems
- Representation of asymptotic values for nonexpansive stochastic control systems
- Maximum principle and generalized principal eigenvalue for degenerate elliptic operators
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4314552)
