TheoremBase

Uniqueness of a Continuous Viscosity Solution of the Mean-Field Control Equation on the Torus

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.

Statement

In the setting of The Discounted Hamilton-Jacobi-Bellman Equation with Idiosyncratic Noise on the Torus Wasserstein Space: Standing Notation, let (b,f)(b,f) be a control datum, let the Hamiltonian be H=Hb,fH=H_{b,f}, the control Hamiltonian of (b,f)(b,f), and consider the equation (Eb,f)(\mathrm{E}_{b,f}) 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 P(Td)→R\mathcal{P}(\mathbb{T}^{d})\to\mathbb{R} is continuity for WTW_{\mathbb{T}} and the absolute-value metric of R\mathbb{R}.

1. (Comparison) Let u,v:P(Td)→Ru,v:\mathcal{P}(\mathbb{T}^{d})\to\mathbb{R} be continuous, with uu a viscosity subsolution and vv a viscosity supersolution of (Eb,f)(\mathrm{E}_{b,f}). Then u(μ)≤v(μ)u(\mu)\le v(\mu) for every μ∈P(Td)\mu\in\mathcal{P}(\mathbb{T}^{d}).

2. (Uniqueness) There is at most one continuous viscosity solution of (Eb,f)(\mathrm{E}_{b,f}).

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