论文标题

关于汉密尔顿 - 雅各比 - 贝尔曼方程无限系统的消失折扣问题的评论

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

论文作者

Terai, Kengo

论文摘要

本文涉及对弱耦合的固定汉密尔顿 - 雅各比 - 贝尔曼方程的无限系统的渐近分析,因为折现因子往往为零。通过特定的哈密顿素化,我们显示了溶液的收敛性,并证明了相应的ergodic问题的溶解度。

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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