Optimal mean-field coarse-correlated equilibriaa linear-programming and no-regret approach
De Luciano Campi
Dynamic universal approximation and optimal control for path-dependent systems via signature SDEs
De Christa Cuchiero
Apparaît dans la collection : PDE/Probability Interactions: Particle Systems, Hyperbolic Conservation Laws / Interactions EDP/Probabilités : systèmes de particules, lois de conservation hyperboliques
Traditionally homogenization asks whether average behavior can be discerned from Hamilton-Jacobi equations that are subject to high-frequency fluctuations in spatial variables. A similar question can be asked for the associated Hamiltonian ODEs. When the Hamiltonian function is convex in momentum variable, these two questions turn out to be equivalent. This equivalence breaks down for general Hamiltonian functions. In this talk I will give a dynamical system formulation for homogenization and address some result concerning weak and strong homogenization phenomena.