A stochastic Evans-Aronsson problem

DOI10.1090/S0002-9947-2013-05936-3zbMath1286.93203OpenAlexW2003988832MaRDI QIDQ5402114

Héctor Sánchez-Morgado, Diogo Aguiar Gomes

Publication date: 5 March 2014

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: http://www.ams.org/journals/tran/2014-366-02/S0002-9947-2013-05936-3

zbMATH Keywords

HamiltonianLagrangianminimizerMather measuresstationary mean-field gamesstochastic Evans-Aronsson problem

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Duality theory (optimization) (49N15)

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