Remarks on the vanishing discount problem for infinite systems of Hamilton-Jacobi-Bellman equations
Analysis of PDEs
2020-11-03 v1
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.
Keywords
Cite
@article{arxiv.2011.00201,
title = {Remarks on the vanishing discount problem for infinite systems of Hamilton-Jacobi-Bellman equations},
author = {Kengo Terai},
journal= {arXiv preprint arXiv:2011.00201},
year = {2020}
}
Comments
16 pages