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arXiv · 1702.07530

Convergence of the solutions of discounted Hamilton--Jacobi systems

Andrea Davini·Maxime Zavidovique
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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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Andrea Davini, Maxime Zavidovique. 2017-02-24. Convergence of the solutions of discounted Hamilton--Jacobi systems. https://arxiv.org/abs/1702.07530

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