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)- Control and optimal stopping mean field games: a linear programming approach
- Hamilton-Jacobi in metric spaces with a homological term
- Two approaches to minimax formula of the additive eigenvalue for quasiconvex Hamiltonians
- Thermodynamic formalism on the Skorokhod space: the continuous-time Ruelle operator, entropy, pressure, entropy production and expansiveness
- Linear programming fictitious play algorithm for mean field games with optimal stopping and absorption
- Viscous Aubry-Mather theory and the Vlasov equation
- Mather measures selected by an approximation scheme
- The large time profile for Hamilton-Jacobi-Bellman equations
- scientific article; zbMATH DE number 7689517 (Why is no real title available?)
- A stochastic Evans-Aronsson problem
- Minimax probabilities for Aubry-Mather problems
- Homogenization of weakly coupled systems of Hamilton-Jacobi equations with fast switching rates
- Coherent states and quantum asymptotic features by weak KAM theory
- The regularity with respect to domains of the additive eigenvalues of superquadratic Hamilton-Jacobi equation
- On the stochastic Aubry-Mather theory
- Weak KAM theory for action minimizing random walks
- Error estimates for the approximation of the effective Hamiltonian
- Generalized Mather problem and selection principles for viscosity solutions and mather measures
- Stochastic optimal transport revisited
- Min-max formulas and other properties of certain classes of nonconvex effective Hamiltonians
- Weak KAM theory topics in the stationary ergodic setting
- Selection problems for a discount degenerate viscous Hamilton-Jacobi equation
- On uniqueness sets of additive eigenvalue problems and applications
- On the connection between a skew product IFS and the ergodic optimization for a finite family of potentials
- Adjoint methods for static Hamilton-Jacobi equations
- Mather measures for space-time periodic nonconvex Hamiltonians
- On the quantum Guerra-Morato action functional
- Discrete approximation of stationary mean field games
- A weak KAM approach to the periodic stationary Hartree equation
- The geometry of the semiclassical wave front set for Schrödinger eigenfunctions on the torus
- Mean field games models -- a brief survey
- On the zero-temperature or vanishing viscosity limit for certain Markov processes arising from Lagrangian dynamics
- A time-step approximation scheme for a viscous version of the Vlasov equation
- The Hessian Riemannian flow and Newton's method for effective Hamiltonians and Mather measures
- On quasi-stationary Mean Field Games of Controls
- A generalized Newton method for homogenization of Hamilton-Jacobi equations
- Limit of solutions for semilinear Hamilton-Jacobi equations with degenerate viscosity
- Regularity theory for Hamilton--Jacobi equations
- Randomly perturbed dynamical systems and Aubry-Mather theory
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)
