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

页码：330 / 338

页数：9

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