Geodesic
Nonlinear Elliptic Equations with Singular Boundary Conditions and Stochastic Control with State Constraints. I. The Model Problem.
Mathematische Annalen, Tome 283 (1989) no. 1, pp. 583-630

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Mots-clés : nonlinear elliptic equations, Singular problems, optimal feedback control, infinite horizon, subquadratic and superquadratic Hamiltonians, viscosity approach, ergodic problem, optimal markovian control, state constrained optimal stochastic control problems 
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     author = {J.M. Lasry and Lions P.L.},
     title = {Nonlinear {Elliptic} {Equations} with {Singular} {Boundary} {Conditions} and {Stochastic} {Control} with {State} {Constraints.} {I.} {The} {Model} {Problem.}},
     journal = {Mathematische Annalen},
     pages = {583--630},
     publisher = {mathdoc},
     volume = {283},
     number = {1},
     year = {1989},
     zbl = {0688.49026},
     url = {http://geodesic.mathdoc.fr/item/MAN_1989__283_1_164529/}
}
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J.M. Lasry; Lions P.L. Nonlinear Elliptic Equations with Singular Boundary Conditions and Stochastic Control with State Constraints. I. The Model Problem.. Mathematische Annalen, Tome 283 (1989) no. 1, pp. 583-630. http://geodesic.mathdoc.fr/item/MAN_1989__283_1_164529/