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arXiv · 1801.06008

Convergence of the solutions of the discounted Hamilton-Jacobi equation: a counterexample

Bruno Ziliotto
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Abstract

This paper provides a counterexample about the asymptotic behavior of the solutions of a discounted Hamilton-Jacobi equation, as the discount factor vanishes. The Hamiltonian of the equation is a 1-dimensional continuous and coercive Hamiltonian.

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Bruno Ziliotto. 2018-01-18. Convergence of the solutions of the discounted Hamilton-Jacobi equation: a counterexample. https://arxiv.org/abs/1801.06008

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