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 convexity plays a crucial role. The necessary regularity estimates are made possible by a representation formula we obtain for the effective Hamiltonian, a result that has an independent interest.