Resonance phenomena for second-order stochastic control equations
Analysis of PDEs
2010-10-26 v1 Optimization and Control
Probability
Abstract
We study the existence and the properties of solutions to the Dirichlet problem for uniformly elliptic second-order Hamilton-Jacobi-Bellman operators, depending on the principal eigenvalues of the operator.
Cite
@article{arxiv.1010.5182,
title = {Resonance phenomena for second-order stochastic control equations},
author = {Patricio Felmer and Alexander Quaas and Boyan Sirakov},
journal= {arXiv preprint arXiv:1010.5182},
year = {2010}
}