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

DOI10.1016/J.MATPUR.2019.04.005zbMATH Open1428.35088arXiv1801.06008OpenAlexW2964134014WikidataQ124843212 ScholiaQ124843212MaRDI QIDQ2314031FDOQ2314031

Authors: Bruno Ziliotto 

Publication date: 19 July 2019

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

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.

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

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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)

Cites Work

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

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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