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Non-uniqueness of solutions of the Hamilton-Jacobi-Bellman equation for time-average control - MaRDI portal

Non-uniqueness of solutions of the Hamilton-Jacobi-Bellman equation for time-average control (Q1688366)

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scientific article; zbMATH DE number 6822764
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English
Non-uniqueness of solutions of the Hamilton-Jacobi-Bellman equation for time-average control
scientific article; zbMATH DE number 6822764

    Statements

    Non-uniqueness of solutions of the Hamilton-Jacobi-Bellman equation for time-average control (English)
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    5 January 2018
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    1-dimensional diffusion process
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    non-degenerate diffusion
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    ergodic control
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    Hamilton-Jacobi-Bellman equation
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    non-uniqueness of solutions to Hamilton-Jacobi-Bellman equation
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