Remarks on the vanishing discount problem for infinite systems of Hamilton-Jacobi-Bellman equations

Kengo Terai

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arXiv · 2011.00201

Remarks on the vanishing discount problem for infinite systems of Hamilton-Jacobi-Bellman equations

Kengo Terai

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Abstract

This paper is concerned with the asymptotic analysis of infinite systems of weakly coupled stationary Hamilton-Jacobi-Bellman equations as the discount factor tends to zero. With a specific Hamiltonian, we show the convergence of the solution and prove the solvability of the corresponding ergodic problem.

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Kengo Terai. 2020-10-31. Remarks on the vanishing discount problem for infinite systems of Hamilton-Jacobi-Bellman equations. https://arxiv.org/abs/2011.00201

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