Evolution equations in discrete and continuous time for nonexpansive operators in Banach spaces
Abstract
We consider some discrete and continuous dynamics in a Banach space involving a non expansive operator and a corresponding family of strictly contracting operators for . Our motivation comes from the study of two-player zero-sum repeated games, where the value of the -stage game (resp. the value of the -discounted game) satisfies the relation (resp. ) where is the Shapley operator of the game. We study the evolution equation 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 has the same asymptotic behavior (even when it diverges) as the sequence (resp. as the family ) when (resp. when 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