Uniqueness of solutions for second order Bellman-Isaacs equations with mixed boundary conditions

被引：0

作者：

Motta, Monica ^{[1
]}

Sartori, Caterina ^{[2
]}

机构：

[1] Dipartimento Matemat Pura & Applicata, I-35121 Padua, Italy

[2] Dipartimento Metodi & Modelli Matemat Sci Applica, I-35121 Padua, Italy

来源：

DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS | 2008年 / 20卷 / 04期

关键词：

degenerate second order Hamilton-Jacobi equations; mixed boundary conditions; viscosity solutions; stochastic control problems;

D O I：

暂无

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We investigate the uniqueness of solutions for boundary value problems in bounded and unbounded domains involving nonlinear degenerate second order Bellman-Isaacs equations and mixed boundary conditions (Dirichlet, generalized Dirichlet and state constrained conditions). These boundary value problems arise from exit or stopping time stochastic differential games or optimal control problems with constraints, such as state and integral constraints.

引用

页码：739 / 765

页数：27

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