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

2020 
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.
    • Correction
    • Source
    • Cite
    • Save
    • Machine Reading By IdeaReader
    13
    References
    0
    Citations
    NaN
    KQI
    []