Convergence of the solutions of the discounted equation: the discrete case

DOI10.1007/S00209-016-1685-YzbMATH Open1352.37170arXiv1607.08295OpenAlexW2407062240MaRDI QIDQ343633FDOQ343633

Authors: Andrea Davini, Albert Fathi, Renato Iturriaga, Maxime Zavidovique 

Publication date: 28 November 2016

Published in: Mathematische Zeitschrift, Inventiones Mathematicae (Search for Journal in Brave)

Abstract: We derive a discrete version of the results of our previous work. If $M$ is a compact metric space, $c:MimesMomathbbR$ a continuous cost function and $lambdain(0,1)$, the unique solution to the discrete $lambda$-discounted equation is the only function $u_{l}ambda:MomathbbR$ such that ${\displaystyle }$forall xin M, quad u_lambda(x) = min_{yin M} lambda u_lambda (y) + c(y,x).${\displaystyle }$ We prove that there exists a unique constant $alphainmathbbR$ such that the family of $u_{l}ambda+alpha/(1-lambda)$ is bounded as $lambdao1$ and that for this $alpha$, the family uniformly converges to a function $u_0:MomathbbR$ which then verifies ${\displaystyle }$forall xin X, quad u_0(x) = min_{yin X}u_0(y) + c(y,x)+alpha.${\displaystyle }$ The proofs make use of Discrete Weak KAM theory. We also characterize $u_0$ in terms of Peierls barrier and projected Mather measures.

Full work available at URL: https://arxiv.org/abs/1607.08295

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zbMATH Keywords

KAM theorycompact metric space\(\lambda \)-discounted equationcontinuous coercive HamiltonianMather measuresPeierls barrierprojected Mather measures

Mathematics Subject Classification ID

Asymptotic behavior of solutions to PDEs (35B40) Hamilton-Jacobi equations (35F21) Discrete version of topics in analysis (39A12) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

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Cited In (74)

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