Abstract:
This article is devoted to a proof of a general theorem on the existence of a solution of the first boundary value problem for a degenerate Bellman equation. In contrast to other papers the nonlinearity of the equation is used here and leads, for example, to a proof of solvability of the simplest Monge–Ampére equation $\det (u_{xx})=f^d(x)$ for $f \in C^2$, $f\geqslant0$ in a strictly convex region of class $C^3$ with zero data on the boundary.
Bibliography: 18 titles.