Nonexistence of nonconstant solutions of some degenerate Bellman equations and applications to stochastic control∗

Author： Bardi Martino   Cesaroni Annalisa   Rossi Luca  

Publisher： Edp Sciences

E-ISSN： 1262-3377|22|3|842-861

ISSN： 1292-8119

Source： ESAIM: Control, Optimisation and Calculus of Variations, Vol.22, Iss.3, 2016-06, pp. : 842-861

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