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arXiv · 1603.01051

The vanishing discount problem and viscosity Mather measures. Part 1: the problem on a torus

Hitoshi Ishii·Hiroyoshi Mitake·Hung V. Tran
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Abstract

We develop a variational approach to the vanishing discount problem for fully nonlinear, degenerate elliptic, partial differential equations. Under mild assumptions, we introduce viscosity Mather measures for such partial differential equations, which are natural extensions of the Mather measures. Using the viscosity Mather measures, we prove that the whole family of solutions $v^\lambda$ of the discount problem with the factor $\lambda>0$ converges to a solution of the ergodic problem as $\lambda \to 0$.

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Hitoshi Ishii, Hiroyoshi Mitake, Hung V. Tran. 2016-03-03. The vanishing discount problem and viscosity Mather measures. Part 1: the problem on a torus. https://doi.org/10.1016/j.matpur.2016.10.013

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