A stochastic analogue of Aubry-Mather theory*

DOI10.1088/0951-7715/15/3/304zbMath1073.37078arXivmath/0104230OpenAlexW2145660970MaRDI QIDQ3147367

Diogo Aguiar Gomes

Publication date: 2002

Published in: Nonlinearity (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0104230

Mathematics Subject Classification ID

Nonlinear elliptic equations (35J60) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

Related Items

The geometry of the semiclassical wave front set for Schrödinger eigenfunctions on the torus, Viscous Aubry-Mather theory and the Vlasov equation, Linear programming fictitious play algorithm for mean field games with optimal stopping and absorption, Mather measures for space-time periodic nonconvex Hamiltonians, Coherent states and quantum asymptotic features by weak KAM theory, Discrete approximation of stationary mean field games, On quasi-stationary Mean Field Games of Controls, Unnamed Item, A time-step approximation scheme for a viscous version of the Vlasov equation, Hamilton-Jacobi in metric spaces with a homological term, Homogenization of weakly coupled systems of Hamilton-Jacobi equations with fast switching rates, Generalized Mather problem and selection principles for viscosity solutions and mather measures, A stochastic Evans-Aronsson problem, A weak KAM approach to the periodic stationary Hartree equation, Two approaches to minimax formula of the additive eigenvalue for quasiconvex Hamiltonians, Error estimates for the approximation of the effective Hamiltonian, Adjoint methods for static Hamilton-Jacobi equations, On the zero-temperature or vanishing viscosity limit for certain Markov processes arising from Lagrangian dynamics, Stochastic optimal transport revisited, Mather measures selected by an approximation scheme, On uniqueness sets of additive eigenvalue problems and applications, Min-max formulas and other properties of certain classes of nonconvex effective Hamiltonians, Selection problems for a discount degenerate viscous Hamilton-Jacobi equation, Mean field games models -- a brief survey, Weak KAM theory for action minimizing random walks, A Generalized Newton Method for Homogenization of Hamilton--Jacobi Equations, Control and optimal stopping mean field games: a linear programming approach, On the connection between a skew product IFS and the ergodic optimization for a finite family of potentials, The Hessian Riemannian flow and Newton’s method for effective Hamiltonians and Mather measures, The large time profile for Hamilton-Jacobi-Bellman equations, Regularity theory for Hamilton--Jacobi equations