Homogenization in L∞

AbstractHomogenization of deterministic control problems with L∞ running cost is studied by viscosity solutions techniques. It is proved that the value function of an L∞ problem in a medium with a periodic micro-structure converges uniformly on the compact sets to the value function of the homogenized problem as the period shrinks to 0. Our main convergence result extends that of Ishii (Stochastic Analysis, control, optimization and applications, pp. 305–324, Birkhäuser Boston, Boston, MA, 1999.) to the case of a discontinuous Hamiltonian. The cell problem is solved, but, as non-uniqueness occurs, the effective Hamiltonian must be selected in a careful way. The paper also provides a representation formula for the effective Hamiltonian and gives illustrations to calculus of variations, averaging and one-dimensional problems