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Volumn 331, Issue 11, 2000, Pages 879-885

A new class of singular stochastic control problems;Une classe nouvelle de problémes singuliers de contrôle stochastique

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EID: 0034370088     PISSN: 07644442     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0764-4442(00)01740-7     Document Type: Article
Times cited : (13)

References (8)
  • 1
    • 85031556391 scopus 로고    scopus 로고
    • Viscosity solutions methods for singular perturbations in deterministic and stochastic control
    • Preprint
    • [1] Alvarez O., Bardi M., Viscosity solutions methods for singular perturbations in deterministic and stochastic control, Preprint, (soumis à SIAM J. Control Optim.).
    • Siam J. Control Optim.
    • Alvarez, O.1    Bardi, M.2
  • 3
    • 84967708673 scopus 로고
    • User's guide to viscosity solutions of second-order partial differential equations
    • [3] Crandall M.G., Ishii H., Lions P.-L., User's guide to viscosity solutions of second-order partial differential equations, Bull. Amer. Math. Soc. 27 (1992) 1-67.
    • (1992) Bull. Amer. Math. Soc. , vol.27 , pp. 1-67
    • Crandall, M.G.1    Ishii, H.2    Lions, P.-L.3
  • 5
    • 0009908478 scopus 로고
    • Some asymptotic problems in fully nonlinear elliptic equations and stochastic control
    • [5] Jensen R., Lions P.-L., Some asymptotic problems in fully nonlinear elliptic equations and stochastic control, Ann. Sci. Norm. Sup. Pisa II (1984) 129-146.
    • (1984) Ann. Sci. Norm. Sup. Pisa , vol.2 , pp. 129-146
    • Jensen, R.1    Lions, P.-L.2
  • 7
    • 84947513018 scopus 로고
    • Optimal control of diffusion processes and Hamilton-Jacobi-Bellman equations, I
    • [7] Lions P.-L., Optimal control of diffusion processes and Hamilton-Jacobi-Bellman equations, I, Commun. Partial Differ. Eq. 8 (1983) 1101-1174.
    • (1983) Commun. Partial Differ. Eq. , vol.8 , pp. 1101-1174
    • Lions, P.-L.1
  • 8
    • 84953017099 scopus 로고
    • Optimal control of diffusion processes and Hamilton-Jacobi-Bellman equations, II
    • [8] Lions P.-L., Optimal control of diffusion processes and Hamilton-Jacobi-Bellman equations, II, Commun. Partial Differ. Eq. 8 (1983) 1229-1279.
    • (1983) Commun. Partial Differ. Eq. , vol.8 , pp. 1229-1279
    • Lions, P.-L.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.