Convergence of the solutions of discounted Hamilton-Jacobi systems

DOI10.1515/ACV-2018-0037MaRDI QIDQ831230zbMATHOpenAlexWikidataFDO

Authors Andrea Davini, Maxime Zavidovique

Publication date 11 May 2021

Published in Advances in the Calculus of Variations (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1702.07530

zbMATH Keywords

optimal controlviscosity solutionsweak KAM theoryMather measures

Mathematics Subject Classification ID

Asymptotic behavior of solutions to PDEs (35B40) Viscosity solutions to PDEs (35D40) Hamilton-Jacobi equations (35F21) PDEs on manifolds (35R01) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Systems of nonlinear first-order PDEs (35F50)

Abstract: We consider a weakly coupled system of discounted Hamilton--Jacobi equations set on a closed Riemannian manifold. We prove that the corresponding solutions converge to a specific solution of the limit system as the discount factor goes to zero. The analysis is based on a generalization of the theory of Mather minimizing measures for Hamilton--Jacobi systems and on suitable random representation formulae for the discounted solutions.

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Cited in

(19)

• Weakly coupled Hamilton-Jacobi systems without monotonicity condition: a first step
• A convergence result for the ergodic problem for Hamilton-Jacobi equations with Neumann-type boundary conditions
• Scalar reduction techniques for weakly coupled Hamilton-Jacobi systems
• The vanishing discount problem for monotone systems of Hamilton-Jacobi equations. I: Linear coupling
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• Remarks on the vanishing discount problem for infinite systems of Hamilton-Jacobi-Bellman equations
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• Limit of the infinite horizon discounted Hamilton-Jacobi equation
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• On the vanishing discount approximation for compactly supported perturbations of periodic Hamiltonians: the 1d case

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