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Averaging of the Hamilton-Jacobi equation in infinite dimensions and an application
Published online by Cambridge University Press: 17 February 2009
Abstract
We study the averaging of the Hamilton-Jacobi equation with fast variables in the viscosity solution sense in infinite dimensions. We prove that the viscosity solution of the original equation converges to the viscosity solution of the averaged equation and apply this result to the limit problem of the value function for an optimal control problem with fast variables.
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- Copyright © Australian Mathematical Society 2000