On the Dirichlet problem for Bellman's equation in a plane domain
Sbornik. Mathematics, Tome 31 (1977) no. 2, pp. 231-248 Cet article a éte moissonné depuis la source Math-Net.Ru

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The Dirichlet problem for Bellman's equation in a plane domain is considered. It is shown that, under certain assumptions about the type of smoothness and the “weak” nondegeneracy of the corresponding controlled diffusion process, the solution of this Dirichlet problem is the pay-off function of an optimal control problem. Under supplementary assumptions about smoothness, the pay-off function is also smooth. Bibliography: 11 titles.
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M. V. Safonov. On the Dirichlet problem for Bellman's equation in a plane domain. Sbornik. Mathematics, Tome 31 (1977) no. 2, pp. 231-248. http://geodesic.mathdoc.fr/item/SM_1977_31_2_a6/

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