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On ergodic problem for Hamilton-Jacobi-Isaacs equations

Piernicola Bettiol — 2005

ESAIM: Control, Optimisation and Calculus of Variations

We study the asymptotic behavior of λ v λ as λ 0 + , where v λ is the viscosity solution of the following Hamilton-Jacobi-Isaacs equation (infinite horizon case) λ v λ + H ( x , D v λ ) = 0 , with H ( x , p ) : = min b B max a A { - f ( x , a , b ) · p - l ( x , a , b ) } . We discuss the cases in which the state of the system is required to stay in an n -dimensional torus, called periodic boundary conditions, or in the closure of a bounded connected domain Ω n with sufficiently smooth boundary. As far as the latter is concerned, we treat both the case of the Neumann...

On ergodic problem for Hamilton-Jacobi-Isaacs equations

Piernicola Bettiol — 2010

ESAIM: Control, Optimisation and Calculus of Variations

We study the asymptotic behavior of λ v λ as λ 0 + , where v λ is the viscosity solution of the following Hamilton-Jacobi-Isaacs equation (infinite horizon case) λ v λ + H ( x , D v λ ) = 0 , with H ( x , p ) : = min b B max a A { - f ( x , a , b ) · p - l ( x , a , b ) } . We discuss the cases in which the state of the system is required to stay in an -dimensional torus, called periodic boundary conditions, or in the closure of a bounded connected domain Ω n with sufficiently smooth boundary. As far as the latter is concerned, we treat both the case of the Neumann boundary conditions (reflection on the...

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