Convergence of the solutions of the discounted Hamilton-Jacobi equation: a counterexample
Résumé
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.
Domaines
Optimisation et contrôle [math.OC]
Origine : Fichiers produits par l'(les) auteur(s)