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math.AP2010
Landesman-Lazer type results for second order Hamilton-Jacobi-Bellman equations
Patricio Felmer, Alexander Quaas, Boyan Sirakov
We extend the classical Landesman-Lazer results to the setting of second order Hamilton-Jacobi-Bellman equations. A number of new phenomena appear.
math.AP2010
Resonance phenomena for second-order stochastic control equations
Patricio Felmer, Alexander Quaas, Boyan Sirakov
We study the existence and the properties of solutions to the Dirichlet problem for uniformly elliptic second-order Hamilton-Jacobi-Bellman operators, depending on the principal ei…