Convergence of the solutions of the discounted Hamilton-Jacobi equation: a counterexample

DOI10.1016/J.MATPUR.2019.04.005MaRDI QIDQ2314031zbMATH OpenOpenAlexWikidataFDO

Authors Bruno Ziliotto

Publication date 19 July 2019

Published in Journal de Mathématiques Pures et Appliquées. Neuvième Série (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1801.06008

zbMATH Keywords

zero-sum games

Mathematics Subject Classification ID

2-person games (91A05) Asymptotic behavior of solutions to PDEs (35B40) Viscosity solutions to PDEs (35D40) Hamilton-Jacobi equations (35F21) Stochastic games, stochastic differential games (91A15) Dynamic games (91A25)

Abstract: This paper provides a counterexample about the asymptotic behavior of the solutions of a discounted Hamilton-Jacobi equation, as the discount factor vanishes. The Hamiltonian of the equation is a 1-dimensional continuous and coercive Hamiltonian.

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• The selection problem for discounted Hamilton-Jacobi equations: some non-convex cases
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• Limit of the infinite horizon discounted Hamilton-Jacobi equation
• The vanishing discount problem for monotone systems of Hamilton-Jacobi equations. II: Nonlinear coupling

Cites work

• A deterministic-control-based approach to fully nonlinear parabolic and elliptic equations
• A deterministic‐control‐based approach motion by curvature
• A zero-sum stochastic game with compact action sets and no asymptotic value
• Repeated games for non-linear parabolic integro-differential equations and integral curvature flows
• Some counterexamples on the asymptotic behavior of the solutions of Hamilton–Jacobi equations
• Stochastic Homogenization of Nonconvex Hamilton‐Jacobi Equations: A Counterexample
• Zero-sum repeated games: counterexamples to the existence of the asymptotic value and the conjecture \({\max}{\min}=\lim v_{n}\)

Cited in

(10)

• Fixed points of contractions approximating 1-Lipschitz maps
• Unique ergodicity of deterministic zero-sum differential games
• Multiple asymptotic behaviors of solutions in the generalized vanishing discount problem
• Convergence of the solutions of the nonlinear discounted Hamilton-Jacobi equation: the central role of Mather measures
• The vanishing discount problem for monotone systems of Hamilton-Jacobi equations: a counterexample to the full convergence
• An example of failure of stochastic homogenization for viscous Hamilton-Jacobi equations without convexity
• Convergence of solutions for some degenerate discounted Hamilton-Jacobi equations
• The vanishing discount problem for monotone systems of Hamilton-Jacobi equations. II: Nonlinear coupling
• Remarks on the vanishing discount problem for infinite systems of Hamilton-Jacobi-Bellman equations
• Convergence of solutions of Hamilton-Jacobi equations depending nonlinearly on the unknown function

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