# Convergence of the solutions of the discounted equation: the discrete case

Abstract : We derive a discrete version of the results of Davini et al. (Convergence of the solutions of the discounted Hamilton–Jacobi equation. Invent Math, 2016). If M is a compact metric space, c:M×M→ℝ a continuous cost function and λ∈(0,1), the unique solution to the discrete λ-discounted equation is the only function uλ:M→ℝ such that ∀x∈M,uλ(x)=miny∈Mλuλ(y)+c(y,x). We prove that there exists a unique constant α∈ℝ such that the family of uλ+α/(1−λ) is bounded as λ→1 and that for this α, the family uniformly converges to a function u0:M→ℝ which then verifies ∀x∈X,u0(x)=miny∈Xu0(y)+c(y,x)+α. The proofs make use of Discrete Weak KAM theory. We also characterize u0 in terms of Peierls barrier and projected Mather measures.
Document type :
Journal articles
Domain :

https://hal-ens-lyon.archives-ouvertes.fr/ensl-01411575
Contributor : Albert Fathi <>
Submitted on : Wednesday, December 7, 2016 - 3:48:33 PM
Last modification on : Tuesday, November 19, 2019 - 11:38:24 AM

### Citation

Albert Fathi. Convergence of the solutions of the discounted equation: the discrete case. Mathematische Zeitschrift, Springer, 2016, ⟨10.1007/s00209-016-1685-y⟩. ⟨ensl-01411575⟩

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