期刊
PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY
卷 151, 期 12, 页码 5239-5250出版社
AMER MATHEMATICAL SOC
DOI: 10.1090/proc/16420
关键词
Hamilton-Jacobi equations; viscosity solutions; vanishing discount problem
This paper discusses the convergence of viscosity solutions for the generalized discounted Hamilton-Jacobi equation and provides two examples where the solutions do not converge as lambda tends to zero.
Consider the generalized discounted Hamilton-Jacobi equation lambda a(x)u + H(x, Du) = c(H), where a(x) may vanish or change the signs. Two examples are given in this paper showing that the viscosity solutions of the above equation may not converge as lambda tends to zero.
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