Convergence of the solutions of the discounted equation: the discrete case

We derive a discrete version of the results of our previous work. If $M$ is a compact metric space, $c : M\times M \to \mathbb R$ a continuous cost function and $λ\in (0,1)$, the unique solution to the discrete $λ$-discounted equation is the only function $u_λ: M\to \mathbb R$ such that $\forall x\in M, \quad u_λ(x) = \min_{y\in M} λu_λ(y) + c(y,x).$ We prove that there exists a unique constant $α\in \mathbb R$ such that the family of $u_λ+α/(1-λ)$ is bounded as $λ\to 1$ and that for this $α$, the family uniformly converges to a function $u_0 : M\to \mathbb R$ which then verifies $\forall x\in X, \quad u_0(x) = \min_{y\in X}u_0(y) + c(y,x)+α.$ The proofs make use of Discrete Weak KAM theory. We also characterize $u_0$ in terms of Peierls barrier and projected Mather measures.

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