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Continuous dependence estimates for the ergodic problem of Bellman-Isaacs operators via the parabolic Cauchy problem∗
Published online by Cambridge University Press: 16 January 2012
Abstract
This paper concerns continuous dependence estimates for Hamilton-Jacobi-Bellman-Isaacs operators. We establish such an estimate for the parabolic Cauchy problem in the whole space [0, +∞) × ℝn and, under some periodicity and either ellipticity or controllability assumptions, we deduce a similar estimate for the ergodic constant associated to the operator. An interesting byproduct of the latter result will be the local uniform convergence for some classes of singular perturbation problems.
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- Type
- Research Article
- Information
- ESAIM: Control, Optimisation and Calculus of Variations , Volume 18 , Issue 4 , October 2012 , pp. 954 - 968
- Copyright
- © EDP Sciences, SMAI, 2012
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