Continuous dependence estimates for the ergodic problem of Bellman equation with an application to the rate of convergence for the homogenization problem
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Nonlinear elliptic equations (35J60) Homogenization in context of PDEs; PDEs in media with periodic structure (35B27) Dependence of solutions to PDEs on initial and/or boundary data and/or on parameters of PDEs (35B30) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)
Abstract: This paper is devoted to establish continuous dependence estimates for the ergodic problem for Bellman operators (namely, estimates of (v_1-v_2) where v_1 and v_2 solve two equations with different coefficients). We shall obtain an estimate of ||v_1-v_2||_infty with an explicit dependence on the L^infty-distance between the coefficients and an explicit characterization of the constants and also, under some regularity conditions, an estimate of ||v_1-v_2||_{C^2(R^n)}. Afterwards, the former result will be crucial in the estimate of the rate of convergence for the homogenization of Bellman equations. In some regular cases, we shall obtain the same rate of convergence established in the monographs [11,26] for regular linear problems.
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