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A Viscous Ergodic Problem with Unbounded and Measurable Ingredients, Part 1: HJB Equation - MaRDI portal

A Viscous Ergodic Problem with Unbounded and Measurable Ingredients, Part 1: HJB Equation (Q6148455)

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scientific article; zbMATH DE number 7800997
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A Viscous Ergodic Problem with Unbounded and Measurable Ingredients, Part 1: HJB Equation
scientific article; zbMATH DE number 7800997

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    A Viscous Ergodic Problem with Unbounded and Measurable Ingredients, Part 1: HJB Equation (English)
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    7 February 2024
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    duality
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    ergodic Hamilton-Jacobi-Bellman equation
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    invariant measures
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    optimization
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    weak solutions
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