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

Published 31 Oct 2020 in math.AP | (2011.00201v1)

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

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