The vanishing discount problem and viscosity Mather measures. Part 1: the problem on a torus

preprint2016arXivOpen access

Abstract

We develop a variational approach to the vanishing discount problem for fully nonlinear, degenerate elliptic, partial differential equations. Under mild assumptions, we introduce viscosity Mather measures for such partial differential equations, which are natural extensions of the Mather measures. Using the viscosity Mather measures, we prove that the whole family of solutions vλv^λ of the discount problem with the factor λ>0λ>0 converges to a solution of the ergodic problem as λ→0λ\to 0.

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