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Article Contents

# Uniqueness results for boundary value problems arising from finite fuel and other singular and unbounded stochastic control problems

• We establish uniqueness of viscosity solutions for some boundary value problems arising from stochastic optimal control problems with unbounded, possibly singular, controls. They involve a nonlinear degenerate second order Bellman-Isaacs equation and mixed boundary conditions (Dirichlet, generalized Dirichlet and state constrained conditions).
Mathematics Subject Classification: Primary: 35B37, Secondary: 93E20, 49L25.

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