Approximation of Hamilton-jacobi Equations Arising in Nonlinear H1 Control Problems
نویسنده
چکیده
We describe an approximation scheme for a class of Hamilton-Jacobi equations associated to H1 control problems. We deene a sequence of discrete time nonlinear systems and we prove the equivalence between the discrete H1 control problem and an ergodic control problem. Then we show that the sequence of discrete H1 norms converges to the norm of the corresponding continuous problem both in the nite horizon case and, under some additional assumptions, in the innnite horizon case.
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