On uniqueness of solutions to viscous HJB equations with a subquadratic nonlinearity in the gradient (Q5239048)
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scientific article; zbMATH DE number 7119940
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English | On uniqueness of solutions to viscous HJB equations with a subquadratic nonlinearity in the gradient |
scientific article; zbMATH DE number 7119940 |
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On uniqueness of solutions to viscous HJB equations with a subquadratic nonlinearity in the gradient (English)
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21 October 2019
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viscous Hamilton-Jacobi equations
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convex duality
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ergodic control
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infinitesimally invariant measures
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