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The vanishing discount problem in a noncompact setting

Hamiltonian systems, from topology to applications through analysis I October 08, 2018 - October 12, 2018

October 12, 2018 (09:30 AM PDT - 10:30 AM PDT)
Speaker(s): Antonio Siconolfi (Università di Roma "La Sapienza'')
Location: MSRI: Simons Auditorium
Primary Mathematics Subject Classification No Primary AMS MSC
Secondary Mathematics Subject Classification No Secondary AMS MSC
Video

17-Siconolfi

Abstract

We study the asymptotic behavior of the solutions to a family of discounted Hamilton--Jacobi equations when the discount factor goes to zero.

The new point is that we tackle the problem in a noncompact setting. We prove that a distinguished critical solution of the equation with vanishing  discount is selected at the limit. Our approach is based on  some duality results between suitable cones of Lagrangian functions and families of probability measures defined on the tangent bundle of the ambient space.

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Video/Audio Files

17-Siconolfi

H.264 Video 17-Siconolfi.mp4 111 MB video/mp4 Download
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