3 papers
math.DS2007★ 6 cited
The Mather measure and a Large Deviation Principle for the Entropy Penalized Method
Diogo A. Gomes, Artur O. Lopes, Joana Mohr
We present a large deviation principle for the entropy penalized Mather problem when the Lagrangian L is generic (in this case the Mather measure is unique and the support of $…
math.DS2007
Exponential decay of correlation for the Stochastic Process associated to the Entropy Penalized Method
Diogo A. Gomes, Artur O. Lopes
In this paper we present an upper bound for the decay of correlation for the stationary stochastic process associated with the Entropy Penalized Method. Let $L(x, v):\Tt^n\times\Rr…
math.AP2001
A Stochastic Analog of Aubry-Mather Theory
Diogo Aguiar Gomes
In this paper we discuss a stochastic analog of Aubry-Mather theory in which a deterministic control problem is replaced by a controlled diffusion. We prove the existence of a mini…