Continuous dependence estimates for the ergodic problem of Bellman equation with an application to the rate of convergence for the homogenization problem

DOI10.1007/S00526-013-0686-5zbMATH Open1327.35020arXiv1301.4105OpenAlexW2035570926WikidataQ115387408 ScholiaQ115387408MaRDI QIDQ471089FDOQ471089

Authors: Claudio Marchi 

Publication date: 13 November 2014

Published in: Calculus of Variations and Partial Differential Equations (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/1301.4105

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zbMATH Keywords

optimal controlporous media

Mathematics Subject Classification ID

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)

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Cited In (6)

• A continuous dependence estimate for viscous Hamilton-Jacobi equations on networks with applications
• On quasi-stationary mean field games models
• Continuous dependence estimates for the ergodic problem of Bellman-Isaacs operators via the parabolic Cauchy problem
• On quasi-stationary Mean Field Games of Controls
• Higher order convergence rates in theory of homogenization: equations of non-divergence form
• Rate of convergence for singular perturbations of Hamilton-Jacobi equations in unbounded spaces

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