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arXiv · 0904.2342

Evolution equations in discrete and continuous time for nonexpansive operators in Banach spaces

Guillaume Vigeral
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Abstract

We consider some discrete and continuous dynamics in a Banach space involving a non expansive operator $J$ and a corresponding family of strictly contracting operators $Φ(λ,x):=λJ(\frac{1-λ}λx)$ for $λ\in]0,1]$. Our motivation comes from the study of two-player zero-sum repeated games, where the value of the $n$-stage game (resp. the value of the $λ$-discounted game) satisfies the relation $v_n=Φ(\frac{1}{n},v_{n-1})$ (resp. $v_λ=Φ(λ,v_λ)$) where $J$ is the Shapley operator of the game. We study the evolution equation $u'(t)=J(u(t))-u(t)$ 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 $u'(t)=Φ(\bmλ(t),u(t))-u(t)$ has the same asymptotic behavior (even when it diverges) as the sequence $v_n$ (resp. as the family $v_λ$) when $\bmλ(t)=1/t$ (resp. when $\bmλ(t)$ converges slowly enough to 0).

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Guillaume Vigeral. 2009-04-15. Evolution equations in discrete and continuous time for nonexpansive operators in Banach spaces. https://doi.org/10.1051/cocv%2F2009026

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