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A representation theorem for the viscosity solutions of a degenerate ergodic Hamilton-Jacobi-Bellman equation on the torus - MaRDI portal

A representation theorem for the viscosity solutions of a degenerate ergodic Hamilton-Jacobi-Bellman equation on the torus (Q957555)

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scientific article; zbMATH DE number 5374912
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English
A representation theorem for the viscosity solutions of a degenerate ergodic Hamilton-Jacobi-Bellman equation on the torus
scientific article; zbMATH DE number 5374912

    Statements

    A representation theorem for the viscosity solutions of a degenerate ergodic Hamilton-Jacobi-Bellman equation on the torus (English)
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    28 November 2008
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    ergodic Hamilton-Jacobi-Bellman equation
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    stochastic control problem
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    stabilizability assumption
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