ERGODIC PROPERTIES OF WEAK ASYMPTOTIC PSEUDOTRAJECTORIES FOR SET-VALUED DYNAMICAL SYSTEMS

DOI10.1142/S0219493712500116zbMath1278.37054arXiv1101.2154MaRDI QIDQ4908345

Gregory Roth, Mathieu Faure

Publication date: 5 March 2013

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1101.2154

zbMATH Keywords

stochastic approximation; invariant measures; ergodic theory; set-valued dynamical systems

Mathematics Subject Classification ID

34A60: Ordinary differential inclusions

62L20: Stochastic approximation

37H10: Generation, random and stochastic difference and differential equations

37C50: Approximate trajectories (pseudotrajectories, shadowing, etc.) in smooth dynamics

37B55: Topological dynamics of nonautonomous systems

37L40: Invariant measures for infinite-dimensional dissipative dynamical systems

Related Items

Constant step stochastic approximations involving differential inclusions: stability, long-run convergence and applications, Subgradient Sampling for Nonsmooth Nonconvex Minimization, Invariant measures for multivalued semigroups, Convergence of constant step stochastic gradient descent for non-smooth non-convex functions

Cites Work

• A survey of random processes with reinforcement
• Asymptotic invariance and limit sets of general control systems
• \(\omega\)-limit sets for axiom A diffeomorphisms
• Ergodic properties of weak asymptotic pseudotrajectories for semiflows
• On dynamical properties of general dynamical systems and differential inclusions
• Asymptotic pseudotrajectories and chain recurrent flows, with applications
• Stability in general control systems
• Stochastic Approximations of Set-Valued Dynamical Systems: Convergence with Positive Probability to an Attractor
• On the attainable set at time T for multivalued differential equations
• Invariant Measures for Set-Valued Dynamical Systems
• A Dynamical System Approach to Stochastic Approximations
• Stochastic Approximations and Differential Inclusions
• Stochastic Approximations and Differential Inclusions, Part II: Applications
• Stochastic Estimation of the Maximum of a Regression Function
• A Stochastic Approximation Method