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math.AP2016
Random Lax--Oleinik semigroups for Hamilton--Jacobi systems
Andrea Davini, Antonio Siconolfi, Maxime Zavidovique
Following the random approach of Mitake, Siconolfi,Tran and Yamada, we define a Lax--Oleinik formula adapted to evolutive weakly coupled systems of Hamilton--Jacobi equations. It i…
math.OC2016★ 112 cited
Convergence of the solutions of the discounted equation: the discrete case
Andrea Davini, Albert Fathi, Renato Iturriaga +1
We derive a discrete version of the results of our previous work. If is a compact metric space, a continuous cost function and , the u…