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

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      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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