Large time behavior of weakly coupled systems of first-order Hamilton-Jacobi equations

We show a large time behavior result for class of weakly coupled systems of first-order Hamilton-Jacobi equations in the periodic setting. We use a PDE approach to extend the convergence result proved by Namah and Roquejoffre (1999) in the scalar case. Our proof is based on new comparison, existence and regularity results for systems. An interpretation of the solution of the system in terms of an optimal control problem with switching is given

Abstract Optimal Control Consistency of a simple multidimensional scheme for

Presented by Pierre-Louis Lions This Note presents an approximation scheme for second-order Hamilton-Jacobi-Bellman equations arising in stochastic optimal control. The scheme is based on a Markov chain approximation method. It is easy to implement in any dimension. The consistency of the scheme is proved, which guarantees its convergence. To cite thi