Uniqueness results for boundary value problems arising from finite fuel and other singular and unbounded stochastic control problems
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Publication:934146
DOI10.3934/DCDS.2008.21.513zbMath1168.35315OpenAlexW2317784663MaRDI QIDQ934146
Caterina Sartori, Monica Motta
Publication date: 29 July 2008
Published in: Discrete and Continuous Dynamical Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/dcds.2008.21.513
viscosity solutionsdegenerate second order Hamilton-Jacobi equationssingular and unbounded stochastic control problems
Optimal stochastic control (93E20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)
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