Duality and the Computation of Approximate Invariant Densities for Nonsingular Transformations

DOI10.1137/060658163zbMath1151.37061OpenAlexW2067321622MaRDI QIDQ3503214

Rua Murray, Christopher J. Bose

Publication date: 22 May 2008

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/060658163

zbMATH Keywords

Frobenius-Perron operatorinvariant measurestrong dualitymoment constraintentropy-like objective

Mathematics Subject Classification ID

Approximation by arbitrary nonlinear expressions; widths and entropy (41A46) Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.) (37M25) Optimality conditions for problems in abstract spaces (49K27) Nonsingular (and infinite-measure preserving) transformations (37A40)

Related Items (3)

On the numerical approximation of the Perron-Frobenius and Koopman operator ⋮ Maximum entropy and feasibility methods for convex and nonconvex inverse problems ⋮ Maximum entropy estimates for risk-neutral probability measures with non-strictly-convex data

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