Related papers: Weak KAM methods and ergodic optimal problems for …

We show a connection between global unconstrained optimization of a continuous function $f$ and weak KAM theory for an eikonal-type equation arising also in ergodic control. A solution $v$ of the critical Hamilton-Jacobi equation is built…

This paper presents sufficient conditions for the existence of stationary optimal policies for average-cost Markov Decision Processes with Borel state and action sets and with weakly continuous transition probabilities. The one-step cost…

If $\alpha $ is an irreducible nonexpansive ergodic automorphism of a compact abelian group $X$ (such as an irreducible nonhyperbolic ergodic toral automorphism), then $\alpha $ has no finite or infinite state Markov partitions, and there…

In this article we propose a Weighted Stochastic Mesh (WSM) Algorithm for approximating the value of a discrete and continuous time optimal stopping problem. We prove that in the discrete case the WSM algorithm leads to semi-tractability of…

We pose the problem of approximating optimally a given nonnegative signal with the scalar autoconvolution of a nonnegative signal. The I-divergence is chosen as the optimality criterion being well suited to incorporate nonnegativity…

This work aims to investigate the existence of ergodic invariant measures and its uniqueness, associated with obstacle problems governed by a T-monotone operator defined on Sobolev spaces and driven by a multiplicative noise in a bounded…

We study the behavior of probability measures under iteration of a surjective cellular automaton. We solve the following question in the negative: if the initial measure is ergodic and has full support, do all weak-* limit points of the…

Under suitable hypotheses we establish a quantitative pointwise ergodic theorem which applies to trimmed Birkhoff sums of weakly integrable functions.

In order to prove weak convergence of the periodic multiplicative Selmer algorithm we ensure that the periodicity matrix is positive and establish a relation between its entries and eigenvalues. Since we can imply that the limit of these…

The well known phenomenon of exponential contraction for solutions to the viscous Hamilton-Jacobi equation in the space-periodic setting is based on the Markov mechanism. However, the corresponding Lyapunov exponent $\lambda(\nu)$…

We introduce a particular optimization problem that minimizes the sum of a non-convex quadratic function and logarithmic barrier-functions in a $\ell_\infty$-trust-region (i.e. cube). Our paper covers three topics. We explain the relevance…

We study a compactification of the space of invariant probability measures for a transitive countable Markov shift. We prove that it is affine homeomorphic to the Poulsen simplex. Furthermore, we establish that, depending on a combinatorial…

We prove that if a Borel probability measure (\mu) on (\T) is invariant under the action of a "large" multiplicative semigroup (lower logarithmic density is positive) and the action of the whole semigroup is ergodic then (\mu) is either…

It is pointed out that the "counter example" presented in the Comment is a family of probe wave functions which are increasingly broad as the shift becomes large. Furthermore, the author's variational calculation is not correct in the sense…

This paper examines a variety of classical optimization problems, including well-known minimization tasks and more general variational inequalities. We consider a stochastic formulation of these problems, and unlike most previous work, we…

We study the problem of learning a most biased coin among a set of coins by tossing the coins adaptively. The goal is to minimize the number of tosses until we identify a coin i* whose posterior probability of being most biased is at least…

A simple proof of the fact that each rank-one infinite measure preserving (i.m.p.) transformation is subsequence weakly rationally ergodic is found. Some classes of funny rank-one i.m.p. actions of Abelian groups are shown to be subsequence…

Local versions of measurability have been around for a long time. Roughly, one splits the notion of $\mu $-completeness into pieces, and asks for a uniform ultrafilter over $\mu $ satisfying just some piece of $\mu $-completeness. Analogue…

This paper continues the investigation begun in arXiv:1906.05602 of extending the T1 theorem of David and Journ\'e, and optimal cancellation conditions, to more general weight pairs. The main additional tool developed here is a two weight…

Denote the points in {1,2,..,r}^{Z}= {1,2,..,r}^{N} x {1,2,..,r}^{N} by ({y}^*, {x}). Given a Lipschitz continuous observable A: {1,2,..,r}^{Z} \to {R} , we define the map {G}^+: {H}\to {H} by {G}^+(\phi)({y}^*) = \sup_{\mu \in {M}_\sigma}…