Multiscale Singular Perturbations and Homogenization of Optimal Control Problems

The paper is devoted to singular perturbation problems with a finite number of scales where both the dynamics and the costs may oscillate. Under some coercivity assumptions on the Hamiltonian, we prove that the value functions converge locally uniformly to the solution of an effective Cauchy problem for a limit Hamilton-Jacobi equation and that the effective operators preserve several properties of the starting ones; under some additional hypotheses, their explicit formulas are exhibited. In some special cases we also describe the effective dynamics and costs of the limiting control problem. An important application is the homogenization of Hamilton-Jacobi equations with a finite number of scales and a coercive Hamiltonian.