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
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.