Ricerc@Sapienza

We consider a weakly coupled system of discounted Hamilton-Jacobi equations set on a closed Riemannian manifold. We prove that the corresponding solutions converge to a specific solution of the limit system as the discount factor goes to 0. The analysis is based on a generalization of the theory of Mather minimizing measures for Hamilton-Jacobi systems and on suitable random representation formulae for the discounted solutions.