Ergodic Optimization

نویسنده

  • Anthony Quas
چکیده

The field is a relatively recently established subfield of ergodic theory, and has significant input from the two well-established areas of symbolic dynamics and Lagrangian dynamics. The large-scale picture of the field is that one is interested in optimizing potential functions over the (typically highly complex) class of invariant measures for a dynamical system. Tools that have been employed in this area come from convex analysis, statistical physics, probability theory and dynamic programming. The field also has both general aspects (in which the optimization is considered in the large on whole Banach spaces) and local aspects (in which the optimization is studied on individual functions). In the latter category, there has been input from physicists with numerical simulations suggesting that the optimizing measures are typically supported on periodic orbits. This should be contrasted with the situation typically found in the ‘thermodynamic formalism’ of ergodic theory, in which the measures picked out by variational principles tend to have wide support. Ergodic optimization may be viewed as the low temperature limit of thermodynamic formalism.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Ergodic Results in Subgradient Optimization

Subgradient methods are popular tools for nonsmooth, convex minimization , especially in the context of Lagrangean relaxation; their simplicity has been a main contribution to their success. As a consequence of the nonsmoothness, it is not straightforward to monitor the progress of a subgradient method in terms of the approximate fulllment of optimality conditions, since the subgradients used i...

متن کامل

An Abelian Limit Approach to a Singular Ergodic Control Problem

We consider an ergodic stochastic control problem for a class of one-dimensional Itô processes where the available control is an added bounded variation process. The corresponding infinite horizon discounted control problem is solved in [28]. Here, we show that, as the discount factor approaches zero, the optimal strategies derived in [28] “converge” to an optimal strategy for the ergodic contr...

متن کامل

Ergodic Optimization

Let f be a real-valued function defined on the phase space of a dynamical system. Ergodic optimization is the study of those orbits, or invariant probability measures, whose ergodic f -average is as large as possible. In these notes we establish some basic aspects of the theory: equivalent definitions of the maximum ergodic average, existence and generic uniqueness of maximizing measures, and t...

متن کامل

Ergodic BSDEs and Optimal Ergodic Control in Banach Spaces

In this paper we introduce a new kind of Backward Stochastic Differential Equations, called ergodic BSDEs, which arise naturally in the study of optimal ergodic control. We study the existence, uniqueness and regularity of solution to ergodic BSDEs. Then we apply these results to the optimal ergodic control of a Banach valued stochastic state equation. We also establish the link between the erg...

متن کامل

Ergodic, primal convergence in dual subgradient schemes for convex programming

Lagrangean dualization and subgradient optimization techniques are frequently used within the field of computational optimization for finding approximate solutions to large, structured optimization problems. The dual subgradient scheme does not automatically produce primal feasible solutions; there is an abundance of techniques for computing such solutions (via penalty functions, tangential app...

متن کامل

Two Characterizations of Success of Ergodic Markov Chain Families for Combinatorial Optimization

Randomized search heuristics are widely used for solving combinatorial optimization problems. Randomized search heuristics can often be modeled, either directly, or after some simple modifications, as families of ergodic Markov chains, where each chain has a goal state that corresponds to the optimum. Such a family is termed successful if every chain, starting from any state, reaches its goal s...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2011