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

被引：11
作者：
Ziliotto, Bruno [1 ]
机构：
[1] Univ Paris 09, PSL Res Inst, CNRS, CEREMADE, Pl Marechal de Lattre de Tassigny, F-75016 Paris, France
来源：
JOURNAL DE MATHEMATIQUES PURES ET APPLIQUEES | 2019年 / 128卷
关键词：
Hamilton-Jacobi equations; Viscosity solutions; Stochastic games; Zero-Sum games; REPEATED GAMES;
D O I：
10.1016/j.matpur.2019.04.005
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
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. (C) 2019 Elsevier Masson SAS. All rights reserved.
引用
收藏
页码：330 / 338
页数：9
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