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

DOI10.1134/S0005117917080045zbMath1377.93172OpenAlexW2748595573MaRDI QIDQ1688366

Svetlana Anulova

Publication date: 5 January 2018

Published in: Automation and Remote Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0005117917080045

zbMATH Keywords

Hamilton-Jacobi-Bellman equationergodic control1-dimensional diffusion processnon-degenerate diffusionnon-uniqueness of solutions to Hamilton-Jacobi-Bellman equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Existence of optimal solutions to problems involving randomness (49J55)

Cites Work

• Unnamed Item
• On the control of diffusion processes
• On the Poisson equation and diffusion approximation. I
• Ergodic Control of Diffusion Processes
• On the optimal control of stationary diffusion processes with inaccessible boundaries and no discounting

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