The vanishing discount problem for monotone systems of Hamilton-Jacobi equations. Part 1: linear coupling

Hitoshi Ishii

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arXiv · 1903.00244

The vanishing discount problem for monotone systems of Hamilton-Jacobi equations. Part 1: linear coupling

Hitoshi Ishii

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Abstract

We establish a convergence theorem for the vanishing discount problem for a weakly coupled system of Hamilton-Jacobi equations. The crucial step is the introduction of Mather measures and their relatives for the system, which we call respectively viscosity Mather and Green-Poisson measures. This is done by the convex duality and the duality between the space of continuous functions on a compact set and the space of Borel measures on it. This is part 1 of our study of the vanishing discount problem for systems, which focuses on the linear coupling, while part 2 will be concerned with nonlinear coupling.

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Hitoshi Ishii. 2019-03-01. The vanishing discount problem for monotone systems of Hamilton-Jacobi equations. Part 1: linear coupling. https://arxiv.org/abs/1903.00244

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