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Méthodes de contrôle optimal en analyse complexe. I: Résolution d’équation de Monge Ampère. (French) Zbl 0356.35071


MSC:

35Q99 Partial differential equations of mathematical physics and other areas of application
49L99 Hamilton-Jacobi theories
93E20 Optimal stochastic control
32T99 Pseudoconvex domains
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References:

[1] Bedford, E.; Taylor, B. A., A Dirichlet problem for a complex Monge Ampére equations, Invent. Math. (1976) · Zbl 0322.31008
[2] Bremermann, H., On a generalized Dirichlet problem for plurisubharmonic functions and pseudoconvex domains: Characterization of Silov boundary, Trans. Amer. Math. Soc., 246 (1959) · Zbl 0091.07501
[3] Fleming; Rishel, Stochastic and Deterministic Optimal Control (1974), Springer-Verlag: Springer-Verlag New York/Berlin · Zbl 0323.49001
[4] Gaveau, B., Méthodes de controle optimal en analyse complexe et en topologie, C. R. Acad. Sci. Paris, 284, 29 (1977) · Zbl 0356.35070
[5] Gaveau, B., Méthodes de contröle optimal en analyse complexes: résolution d’équations de Monge Ampère complexe, C. R. Acad. Sci. Paris, 284, 593 (1977) · Zbl 0349.49039
[6] Koranyi, A.; Malliavin, P., Acta Math. (1975)
[7] Krylov, N., On Itö’s stochastic integral equations, Theoret. Prob. Appl., 14, 330 (1969) · Zbl 0281.60066
[8] Malliavin, P., Comportement à la frontière distinguée des fonctions analytiques de plusieurs variables, C. R. Acad. Sci. Paris (1969), février · Zbl 0189.36703
[9] Malliavin, P., Diffusion et géométrie différentielle globale, C.I.M.E. (1975)
[10] Nisio, M., Remarks on stochastic optimal control, Japanese J. Math. (1976)
[11] Walsh, J., Continuity of plurisubharmonic envelopes, J. Math. Mech. (1968) · Zbl 0159.16002
[12] A. Zygmund; A. Zygmund · JFM 58.0280.01
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