Rates of Convergence in Periodic Homogenization of Nonlocal Hamilton-Jacobi-Bellman Equations

Abstract

In this paper we provide a rate of convergence for periodic homogenization of Hamilton-Jacobi-Bellman equations with nonlocal diffusion. The result is based on the regularity of the associated effective problem, where the convexity plays a crucial role. Such regularity estimates are possible from the available literature once we provide a representation formula for the effective Hamiltonian, a result that has an independent interest.