English

Evolution equations in discrete and continuous time for nonexpansive operators in Banach spaces

Classical Analysis and ODEs 2010-12-23 v1 Optimization and Control

Abstract

We consider some discrete and continuous dynamics in a Banach space involving a non expansive operator JJ and a corresponding family of strictly contracting operators Φ(λ,x):=λJ(1λλx)\Phi(\lambda,x):=\lambda J(\frac{1-\lambda}{\lambda}x) for λ]0,1]\lambda\in]0,1]. Our motivation comes from the study of two-player zero-sum repeated games, where the value of the nn-stage game (resp. the value of the λ\lambda-discounted game) satisfies the relation vn=Φ(1n,vn1)v_n=\Phi(\frac{1}{n},v_{n-1}) (resp. vλ=Φ(λ,vλ)v_\lambda=\Phi(\lambda,v_\lambda)) where JJ is the Shapley operator of the game. We study the evolution equation u(t)=J(u(t))u(t)u'(t)=J(u(t))-u(t) as well as associated Eulerian schemes, establishing a new exponential formula and a Kobayashi-like inequality for such trajectories. We prove that the solution of the non-autonomous evolution equation u(t)=Φ(λ(t),u(t))u(t)u'(t)=\Phi(\bm{\lambda}(t),u(t))-u(t) has the same asymptotic behavior (even when it diverges) as the sequence vnv_n (resp. as the family vλv_\lambda) when λ(t)=1/t\bm{\lambda}(t)=1/t (resp. when λ(t)\bm{\lambda}(t) converges slowly enough to 0).

Cite

@article{arxiv.0904.2342,
  title  = {Evolution equations in discrete and continuous time for nonexpansive operators in Banach spaces},
  author = {Guillaume Vigeral},
  journal= {arXiv preprint arXiv:0904.2342},
  year   = {2010}
}

Comments

28 pages To appear in ESAIM:COCV

R2 v1 2026-06-21T12:51:44.952Z