A stochastic analogue of Aubry-Mather theory*
From MaRDI portal
Publication:3147367
Abstract: In this paper we discuss a stochastic analog of Aubry-Mather theory in which a deterministic control problem is replaced by a controlled diffusion. We prove the existence of a minimizing measure (Mather measure) and discuss its main properties using viscosity solutions of Hamilton-Jacobi equations. Then we prove regularity estimates on viscosity solutions of Hamilton-Jacobi equation using the Mather measure. Finally we apply these results to prove asymptotic estimates on the trajectories of controlled diffusions and study the convergence of Mather measures as the rate of diffusion vanishes.
Recommendations
Cited in
(39)- On the zero-temperature or vanishing viscosity limit for certain Markov processes arising from Lagrangian dynamics
- Discrete approximation of stationary mean field games
- Coherent states and quantum asymptotic features by weak KAM theory
- Min-max formulas and other properties of certain classes of nonconvex effective Hamiltonians
- Error estimates for the approximation of the effective Hamiltonian
- On the connection between a skew product IFS and the ergodic optimization for a finite family of potentials
- scientific article; zbMATH DE number 7689517 (Why is no real title available?)
- The regularity with respect to domains of the additive eigenvalues of superquadratic Hamilton-Jacobi equation
- A stochastic Evans-Aronsson problem
- On quasi-stationary Mean Field Games of Controls
- A weak KAM approach to the periodic stationary Hartree equation
- Linear programming fictitious play algorithm for mean field games with optimal stopping and absorption
- The Hessian Riemannian flow and Newton's method for effective Hamiltonians and Mather measures
- Two approaches to minimax formula of the additive eigenvalue for quasiconvex Hamiltonians
- Control and optimal stopping mean field games: a linear programming approach
- Stochastic optimal transport revisited
- On the quantum Guerra-Morato action functional
- Generalized Mather problem and selection principles for viscosity solutions and mather measures
- Thermodynamic formalism on the Skorokhod space: the continuous-time Ruelle operator, entropy, pressure, entropy production and expansiveness
- On uniqueness sets of additive eigenvalue problems and applications
- Selection problems for a discount degenerate viscous Hamilton-Jacobi equation
- Mather measures selected by an approximation scheme
- Homogenization of weakly coupled systems of Hamilton-Jacobi equations with fast switching rates
- A generalized Newton method for homogenization of Hamilton-Jacobi equations
- The geometry of the semiclassical wave front set for Schrödinger eigenfunctions on the torus
- Adjoint methods for static Hamilton-Jacobi equations
- Limit of solutions for semilinear Hamilton-Jacobi equations with degenerate viscosity
- Viscous Aubry-Mather theory and the Vlasov equation
- Weak KAM theory topics in the stationary ergodic setting
- A time-step approximation scheme for a viscous version of the Vlasov equation
- Mean field games models -- a brief survey
- Randomly perturbed dynamical systems and Aubry-Mather theory
- Minimax probabilities for Aubry-Mather problems
- On the stochastic Aubry-Mather theory
- Mather measures for space-time periodic nonconvex Hamiltonians
- Regularity theory for Hamilton--Jacobi equations
- Weak KAM theory for action minimizing random walks
- The large time profile for Hamilton-Jacobi-Bellman equations
- Hamilton-Jacobi in metric spaces with a homological term
This page was built for publication: A stochastic analogue of Aubry-Mather theory*
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3147367)
