Non-uniqueness of solutions of the Hamilton-Jacobi-Bellman equation for time-average control
type: Item
instance of: scholarly article
title: Non-uniqueness of solutions of the Hamilton-Jacobi-Bellman equation for time-average control
zbMATH Open document ID: 1377.93172
DOI: 10.1134/S0005117917080045
published in: Automation and Remote Control
publication date: 2018-01-05T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 49J55
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 6822764
zbMATH Keywords: 1-dimensional diffusion process
zbMATH Keywords: non-degenerate diffusion
zbMATH Keywords: ergodic control
zbMATH Keywords: Hamilton-Jacobi-Bellman equation
zbMATH Keywords: non-uniqueness of solutions to Hamilton-Jacobi-Bellman equation
author: Svetlana Anulova
MaRDI profile type: Publication
cites work: Ergodic Control of Diffusion Processes
cites work: Q5570526
cites work: On the optimal control of stationary diffusion processes with inaccessible boundaries and no discounting
cites work: On the control of diffusion processes
cites work: On the Poisson equation and diffusion approximation. I
full work available at URL: s0005117917080045
OpenAlex ID: W2748595573
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description: scientific article; zbMATH DE number 6822764