The Boundary Behavior of Blow-Up Solutions Related to a Stochastic Control Problem with State Constraint

DOI10.1137/070681363zbMath1156.35009OpenAlexW2089104677MaRDI QIDQ3516120

Tommaso Leonori, Alessio Porretta

Publication date: 1 August 2008

Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/10609bfac8119916204453280f68b70267c4178b

zbMATH Keywords

singular boundary conditioncontrolled dynamicsinfluence of the geometrystate constraint problem for the Brownian motion

Mathematics Subject Classification ID

Related Items (15)

Large solutions and gradient bounds for quasilinear elliptic equations ⋮ Gradient behaviour for large solutions to semilinear elliptic problems ⋮ Boundary blow-up solutions to nonlocal elliptic equations with gradient nonlinearity ⋮ Optimal control of the Fokker-Planck equation under state constraints in the Wasserstein space ⋮ Nonlinear parabolic problem with/without an explosive condition on the boundary ⋮ Necessary and sufficient conditions for existence of blow‐up solutions for elliptic problems in Orlicz–Sobolev spaces ⋮ State-Constraint Static Hamilton--Jacobi Equations in Nested Domains ⋮ Keller-Osserman type conditions for some elliptic problems with gradient terms ⋮ Large solutions for nonlinear parabolic equations without absorption terms ⋮ Boundary behavior of large solutions to semilinear elliptic equations with nonlinear gradient terms ⋮ Boundary blow-up rates of large solutions for elliptic equations with convection terms ⋮ Gradient bounds for elliptic problems singular at the boundary ⋮ Boundary blow-up solutions to nonlocal elliptic systems of cooperative type ⋮ A Liouville-type theorem in a half-space and its applications to the gradient blow-up behavior for superquadratic diffusive Hamilton–Jacobi equations ⋮ Exact boundary behavior of large solutions to semilinear elliptic equations with a nonlinear gradient term

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