Generalized Mather problem and selection principles for viscosity solutions and mather measures
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Cites work
- A stochastic analogue of Aubry-Mather theory*
- Action minimizing invariant measures for positive definite Lagrangian systems
- Generic properties and problems of minimizing measures of Lagrangian systems
- Physical solutions of the Hamilton-Jacobi equation
- Viscosity solution methods and the discrete Aubry-Mather problem
Cited in
(43)- Weak KAM theory for discounted Hamilton-Jacobi equations and its application
- The selection problem for discounted Hamilton-Jacobi equations: some non-convex cases
- Weak KAM theory for action minimizing random walks
- Aubry-Mather theory for contact Hamiltonian systems. II
- The large time profile for Hamilton-Jacobi-Bellman equations
- The vanishing discount problem for monotone systems of Hamilton-Jacobi equations. II: Nonlinear coupling
- Herglotz' variational principle and Lax-Oleinik evolution
- Uniqueness structure of weakly coupled systems of ergodic problems of Hamilton-Jacobi equations
- Generalized ergodic problems: existence and uniqueness structures of solutions
- The vanishing discount problem and viscosity Mather measures. 1: The problem on a torus
- Exponential decay or correlation for the stochastic process associated to the entropy penalized method
- The vanishing discount problem and viscosity Mather measures. II: Boundary value problems
- Calibrated configurations for Frenkel-Kontorova type models in almost periodic environments
- Long time behavior of the master equation in mean field game theory
- Error estimates for the approximation of the effective Hamiltonian
- Convergence of solutions of Hamilton-Jacobi equations depending nonlinearly on the unknown function
- The mather measure and a large deviation principle for the entropy penalized method
- Mather measures selected by an approximation scheme
- Minimax probabilities for Aubry-Mather problems
- A finite dimensional linear programming approximation of Mather's variational problem
- Mather problem and viscosity solutions in the stationary setting
- Linear programming interpretations of Mather's variational principle
- Existence of weak solutions to stationary mean-field games through variational inequalities
- Applications of variable discounting dynamic programming to iterated function systems and related problems
- The Mather problem for lower semicontinuous Lagrangians
- On uniqueness sets of additive eigenvalue problems and applications
- On Cell Problems for Nonlinear PDES and Its Application to Homogenization
- On the connection between a skew product IFS and the ergodic optimization for a finite family of potentials
- Vanishing contact structure problem and convergence of the viscosity solutions
- Viscosity solution methods and the discrete Aubry-Mather problem
- scientific article; zbMATH DE number 7689517 (Why is no real title available?)
- scientific article; zbMATH DE number 7689523 (Why is no real title available?)
- A Selection Principle for Weak KAM Solutions via Freidlin–Wentzell Large Deviation Principle of Invariant Measures
- Hamilton Dynamics in Chemical Reactions: the Maupertuis Principle, Transition Paths and Energy Landscape
- Discrete approximation of stationary mean field games
- Convergence of the solutions of the nonlinear discounted Hamilton-Jacobi equation: the central role of Mather measures
- Generalized convergence of solutions for nonlinear Hamilton-Jacobi equations with state-constraint
- Limit of solutions for semilinear Hamilton-Jacobi equations with degenerate viscosity
- A new kind of Lax-Oleinik type operator with parameters for time-periodic positive definite Lagrangian systems
- On the regularity of stochastic effective Hamiltonian
- On the number of Mather measures of Lagrangian systems
- Selection problems for a discount degenerate viscous Hamilton-Jacobi equation
- The selection problem for some first-order stationary mean-field games
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