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arXiv · 1802.10213

Applications of Variable Discounting Dynamic Programming to Iterated Function Systems and Related Problems

Abstract

We study existence and uniqueness of the fixed points solutions of a large class of non-linear variable discounted transfer operators associated to a sequential decision-making process. We establish regularity properties of these solutions, with respect to the immediate return and the variable discount. In addition, we apply our methods to reformulating and solving, in the setting of dynamic programming, some central variational problems on the theory of iterated function systems, Markov decision processes, discrete Aubry-Mather theory, Sinai-Ruelle-Bowen measures, fat solenoidal attractors, and ergodic optimization.

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BibTeXRIS

L. Cioletti, Elismar R. Oliveira. 2018-02-28. Applications of Variable Discounting Dynamic Programming to Iterated Function Systems and Related Problems. https://doi.org/10.1088/1361-6544/aaf087

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