ﻻ يوجد ملخص باللغة العربية
The long-time average behaviour of the value function in the calculus of variations, where both the Lagrangian and Hamiltonian are Tonelli, is known to be connected to the existence of the limit of the corresponding Abel means as the discount factor goes to zero. Still in the Tonelli case, such a limit is in turn related to the existence of solutions of the critical (or, ergodic) Hamilton-Jacobi equation. The goal of this paper is to address similar issues when the Hamiltonian fails to be Tonelli: in particular, for control systems that can be associated with a family of vector fields which satisfies the Lie Algebra rank condition. First, following a dynamical approach we characterise the unique constant for which the ergodic equation admits solutions. Then, we construct a critical solution which coincides with its Lax-Oleinik evolution.
Policy iteration is a widely used technique to solve the Hamilton Jacobi Bellman (HJB) equation, which arises from nonlinear optimal feedback control theory. Its convergence analysis has attracted much attention in the unconstrained case. Here we ana
The well known phenomenon of exponential contraction for solutions to the viscous Hamilton-Jacobi equation in the space-periodic setting is based on the Markov mechanism. However, the corresponding Lyapunov exponent $lambda( u)$ characterizing the ex
The main purpose of this paper is to study the global propagation of singularities of viscosity solution to discounted Hamilton-Jacobi equation begin{equation}label{eq:discount 1}tag{HJ$_lambda$} lambda v(x)+H( x, Dv(x) )=0 , quad xin mathbb{R}^n.
For the discounted Hamilton-Jacobi equation,$$lambda u+H(x,d_x u)=0, x in M, $$we construct $C^{1,1}$ subsolutions which are indeed solutions on the projected Aubry set. The smoothness of such subsolutions can be improved under additional hyperbolic
We prove that if a sequence of pairs of smooth commuting Hamiltonians converge in the $C^0$ topology to a pair of smooth Hamiltonians, these commute. This allows us define the notion of commuting continuous Hamiltonians. As an application we extend s