For the control Hamiltonian of a control datum, a continuous viscosity subsolution lies below a continuous viscosity supersolution, so the mean-field control equation has at most one continuous viscosity solution.
In the setting of The Discounted Hamilton-Jacobi-Bellman Equation with Idiosyncratic Noise on the Torus Wasserstein Space: Standing Notation, let be a control datum, let the Hamiltonian be , the control Hamiltonian of , and consider the equation of The Discounted Hamilton-Jacobi-Bellman Equation of Mean-Field Control with Idiosyncratic Noise on the Torus §equation. Viscosity sub- and supersolutions and solutions are those of Viscosity Subsolutions, Supersolutions and Solutions of the Discounted Hamilton-Jacobi-Bellman Equation on the Torus Wasserstein Space with this Hamiltonian, and continuity of a function is continuity for and the absolute-value metric of .
1. (Comparison) Let be continuous, with a viscosity subsolution and a viscosity supersolution of . Then for every .
2. (Uniqueness) There is at most one continuous viscosity solution of .
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