The vanishing discount problem for nonlocal Hamilton-Jacobi equations

Abstract

We establish a convergence result for the vanishing discount problem in the context of nonlocal HJ equations. We consider a fairly general class of discounted first-order and convex HJ equations which incorporate an integro-differential operator posed on the $d$-dimensional torus, and we show that the solutions converge to a specific critical solution as the discount factor tends to zero. Our approach relies on duality techniques for nonlocal convex HJ equations, building upon Hahn-Banach separation theorems to develop a generalized notion of Mather measure. The results are applied to a specific class of convex and superlinear Hamiltonians.