Remarks on the vanishing discount problem for infinite systems of Hamilton-Jacobi-Bellman equations
arXiv:2011.00201
Abstract
This paper is concerned with the asymptotic analysis of infinite systems of weakly coupled stationary Hamilton-Jacobi-Bellman equations as the discount factor tends to zero. With a specific Hamiltonian, we show the convergence of the solution and prove the solvability of the corresponding ergodic problem.
arXiv comment16 pages
References in corpus (4)
- Convergence of the solutions of the discounted equation
- Convergence of the solutions of the discounted equation: the discrete case
- Convergence of the solutions of the discounted Hamilton-Jacobi equation: a counterexample
- An example in the vanishing discount problem for monotone systems of Hamilton-Jacobi equations