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Weak KAM Solutions of a Discrete-Time Hamilton-Jacobi Equation in a Minimax Framework

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  • Porfirio Toledo

Abstract

The purpose of this paper is to study the existence of solutions of a Hamilton-Jacobi equation in a minimax discrete-time case and to show different characterizations for a real number called the critical value, which plays a central role in this work. We study the behavior of solutions of this problem using tools of game theory to obtain a “fixed point” of the Lax operator associated, considering some facts of weak KAM theory to interpret these solutions as discrete viscosity solutions. These solutions represent the optimal payoff of a zero-sum game of two players, with increasingly long time payoffs. The developed techniques allow us to study the behavior of an infinite time game without using discount factors or average actions.

Suggested Citation

  • Porfirio Toledo, 2013. "Weak KAM Solutions of a Discrete-Time Hamilton-Jacobi Equation in a Minimax Framework," Discrete Dynamics in Nature and Society, Hindawi, vol. 2013, pages 1-12, July.
    • Handle: RePEc:hin:jnddns:769368
    DOI: 10.1155/2013/769368
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