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Stochastic control with state constraints and non linear elliptic equations with infinite boundary conditions

  • Jean-Michel Lasry
  • Pierre-Louis Lions
Session 12 Stochastic Control
Part of the Lecture Notes in Control and Information Sciences book series (LNCIS, volume 63)

Keywords

Stochastic Control Optimal Stochastic Control Average Reward Stochastic Control Problem Linear Elliptic Equation 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag 1984

Authors and Affiliations

  • Jean-Michel Lasry
    • 1
  • Pierre-Louis Lions
    • 1
  1. 1.CeremadeUniversité Paris-DauphineFrance

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