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hal.structure.identifierCEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
dc.contributor.authorZiliotto, Bruno
dc.date.accessioned2019-11-08T09:48:56Z
dc.date.available2019-11-08T09:48:56Z
dc.date.issued2019
dc.identifier.issn0021-7824
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/20208
dc.description.abstractfrCet article fournit un contre-exemple à la convergence asymptotique des solutions d'une équation de Hamilton-Jacobi escomptée, lorsque le facteur d'escompte tend vers 0. Le Hamiltonien de cette équation est unidimensionnel, continu et coercitif.en
dc.language.isoenen
dc.subjectHamilton-Jacobi equationsen
dc.subjectViscosity solutionsen
dc.subjectStochastic gamesen
dc.subjectZero-Sum gamesen
dc.subject.ddc515en
dc.titleConvergence of the solutions of the discounted Hamilton-Jacobi equation : A counterexampleen
dc.typeArticle accepté pour publication ou publié
dc.description.abstractenThis paper provides a counterexample about the asymptotic behavior of the solutions of a discounted Hamilton-Jacobi equation, as the discount factor vanishes. The Hamiltonian of the equation is a 1-dimensional continuous and coercive Hamiltonian.en
dc.relation.isversionofjnlnameJournal de mathématiques pures et appliquées
dc.relation.isversionofjnlvol128en
dc.relation.isversionofjnldate2019-08
dc.relation.isversionofjnlpages330-338en
dc.relation.isversionofdoi10.1016/j.matpur.2019.04.005en
dc.relation.isversionofjnlpublisherElsevieren
dc.subject.ddclabelAnalyseen
dc.relation.forthcomingnonen
dc.relation.forthcomingprintnonen
dc.description.ssrncandidatenonen
dc.description.halcandidatenonen
dc.description.readershiprechercheen
dc.description.audienceInternationalen
dc.relation.Isversionofjnlpeerreviewedouien
dc.relation.Isversionofjnlpeerreviewedouien
dc.date.updated2019-11-08T09:43:55Z
hal.author.functionaut


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