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Nous nous intéressons à une équation d'Hamilton–Jacobi–Bellman ergodique provenant d'un problème de contrôle stochastique comprenant un nombre fini k de points en lesquels la dynamique s'annule et le lagrangien est minimal. Sous une condition de stabilisabilité, on établit que les solutions de l'équation ergodique sont uniquement déterminées par leurs valeurs en ces points et que l'ensemble des solutions...
The set of min-max functions F : R n → R n is the least set containing coordinate substitutions and translations and closed under pointwise max, min, and function composition. The Duality Conjecture asserts that the trajectories of a min-max function, considered as a dynamical system, have a linear growth rate (cycle time) and shows how this can be calculated through a representation...
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