Exponential convergence for a convexifying equation

DOI10.1051/cocv/2011163zbMath1255.35041arXiv1003.1928OpenAlexW2070143776MaRDI QIDQ3143582

Guillaume Carlier, Alfred Galichon

Publication date: 3 December 2012

Published in: ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1003.1928

zbMATH Keywords

convex envelopenonautonomous gradient flowsstochastic control representation

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Asymptotic behavior of solutions to PDEs (35B40) Optimal stochastic control (93E20) Viscosity solutions to PDEs (35D40)

Related Items (7)

From the Kähler-Ricci flow to moving free boundaries and shocks ⋮ Vector quantile regression beyond the specified case ⋮ A convergence result related to the geometric flow of motion by principal negative curvature ⋮ A model-free no-arbitrage price bound for variance options ⋮ A Probabilistic Representation for the Value of Zero-Sum Differential Games with Incomplete Information on Both Sides ⋮ Computing the level set convex hull ⋮ An iterated projection approach to variational problems under generalized convexity constraints

This page was built for publication: Exponential convergence for a convexifying equation