Spectral theorem for convex monotone homogeneous maps, and ergodic control (Q1863462)
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English | Spectral theorem for convex monotone homogeneous maps, and ergodic control |
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Spectral theorem for convex monotone homogeneous maps, and ergodic control (English)
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11 March 2003
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In this paper, the authors consider a convex map \(f:\mathbb R^n\to\mathbb R^n\) which is monotone and nonexpansive for the sup-norm and show that the fixed point set of \(f\), when it is nonempty, is isomorphic to a convex inf-subsemilattice of \(\mathbb R^n\), whose dimension is at most equal to the number of strongly connected components of a critical graph defined from the tangent affine maps of \(f\). This yields in particular a uniqueness result for the bias vector of ergodic control problems, which generalizes results obtained previously by Lanery, Romanovsky, and Schweitzer and Federgruen.
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Nonexpansive maps
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periodic orbits
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eigenspace
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spectral theorem
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