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Author |
Barrera, J.; Ycart, B. |
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Title |
Bounds for left and right window cutoffs |
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Year |
2014 |
Publication |
Alea-Latin American Journal Of Probability And Mathematical Statistics |
Abbreviated Journal |
ALEA-Latin Am. J. Probab. Math. Stat. |
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Volume |
11 |
Issue |
2 |
Pages |
445-458 |
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Keywords |
cutoff; exponential ergodicity |
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Abstract |
The location and width of the time window in which a sequence of processes converges to equilibrum are given under conditions of exponential convergence. The location depends on the side: the left-window and right-window cutoffs may have different locations. Bounds on the distance to equilibrium are given for both sides. Examples prove that the bounds are tight. |
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Address |
[Barrera, Javiera] Univ Adolfo Ibanez, Fac Ingn & Ciencias, Santiago, Chile, Email: javiera.barrera@uai.cl; |
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Publisher |
Impa |
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English |
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ISSN |
1980-0436 |
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Notes |
WOS:000209555300005 |
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Call Number  |
UAI @ eduardo.moreno @ |
Serial |
568 |
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Author |
Hochart, A. |
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Title |
Unique Ergodicity of Deterministic Zero-Sum Differential Games |
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Year |
2021 |
Publication |
Dynamic Games And Applications |
Abbreviated Journal |
Dyn. Games Appl. |
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Volume |
11 |
Issue |
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Pages |
109-136 |
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Keywords |
Differential games; Hamilton-Jacobi equations; Viscosity solutions; Ergodicity; Limit value |
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Abstract |
We study the ergodicity of deterministic two-person zero-sum differential games. This property is defined by the uniform convergence to a constant of either the infinite-horizon discounted value as the discount factor tends to zero, or equivalently, the averaged finite-horizon value as the time goes to infinity. We provide necessary and sufficient conditions for the unique ergodicity of a game. This notion extends the classical one for dynamical systems, namely when ergodicity holds with any (suitable) perturbation of the running payoff function. Our main condition is symmetric between the two players and involve dominions, i.e., subsets of states that one player can make approximately invariant. |
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Address |
[Hochart, Antoine] Univ Adolfo Ibanez, Fac Ingn & Ciencia, Diagonal Las Torres 2640, Santiago, Chile, Email: antoine.hochart@gmail.com |
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Springer Birkhauser |
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English |
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ISSN |
2153-0785 |
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Notes |
WOS:000527444200001 |
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Call Number |
UAI @ eduardo.moreno @ |
Serial |
1148 |
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