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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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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