Convex Monotone Semigroups and their Generators with Respect to $\Gamma$-Convergence

Blessing J, Denk R, Kupper M, Nendel M (2022) Center for Mathematical Economics Working Papers; 662.
Bielefeld: Center for Mathematical Economics.

Diskussionspapier | Veröffentlicht | Englisch
 
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Autor*in
Blessing, Jonas; Denk, Robert; Kupper, Michael; Nendel, MaxUniBi
Abstract / Bemerkung
We study semigroups of convex monotone operators on spaces of continuous functions and their behaviour with respect to $\Gamma$-convergence. In contrast to the linear theory, the domain of the generator is, in general, not invariant under the semigroup. To overcome this issue, we consider different versions of invariant Lipschitz sets which turn out to be suitable domains for weaker notions of the generator. The so-called $\Gamma$-generator is defined as the time derivative with respect to $\Gamma$-convergence in the space of upper semicontinuous functions. Under suitable assumptions, we show that the $\Gamma$-generator uniquely characterizes the semigroup and is determined by its evaluation at smooth functions. Furthermore, we provide Chernoff approximation results for convex monotone semigroups and show that approximation schemes based on the same infinitesimal behaviour lead to the same semigroup. Our results are applied to semigroups related to stochastic optimal control problems in finite and infinite-dimensional settings as well as Wasserstein perturbations of transition semigroups.

MSC 2020: Primary 47H20; 47J25; Secondary 35K55; 35B20; 49L20
Stichworte
Convex monotone semigroup; $\Gamma$--convergence; Lipschitz set; comparison principle; Chernoff approximation; optimal control; Wasserstein perturbation
Erscheinungsjahr
2022
Serientitel
Center for Mathematical Economics Working Papers
Band
662
Seite(n)
53
ISSN
0931-6558
Page URI
https://pub.uni-bielefeld.de/record/2961486

Zitieren

Blessing J, Denk R, Kupper M, Nendel M. Convex Monotone Semigroups and their Generators with Respect to $\Gamma$-Convergence . Center for Mathematical Economics Working Papers. Vol 662. Bielefeld: Center for Mathematical Economics; 2022.
Blessing, J., Denk, R., Kupper, M., & Nendel, M. (2022). Convex Monotone Semigroups and their Generators with Respect to $\Gamma$-Convergence (Center for Mathematical Economics Working Papers, 662). Bielefeld: Center for Mathematical Economics.
Blessing, Jonas, Denk, Robert, Kupper, Michael, and Nendel, Max. 2022. Convex Monotone Semigroups and their Generators with Respect to $\Gamma$-Convergence . Vol. 662. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
Blessing, J., Denk, R., Kupper, M., and Nendel, M. (2022). Convex Monotone Semigroups and their Generators with Respect to $\Gamma$-Convergence . Center for Mathematical Economics Working Papers, 662, Bielefeld: Center for Mathematical Economics.
Blessing, J., et al., 2022. Convex Monotone Semigroups and their Generators with Respect to $\Gamma$-Convergence , Center for Mathematical Economics Working Papers, no.662, Bielefeld: Center for Mathematical Economics.
J. Blessing, et al., Convex Monotone Semigroups and their Generators with Respect to $\Gamma$-Convergence , Center for Mathematical Economics Working Papers, vol. 662, Bielefeld: Center for Mathematical Economics, 2022.
Blessing, J., Denk, R., Kupper, M., Nendel, M.: Convex Monotone Semigroups and their Generators with Respect to $\Gamma$-Convergence . Center for Mathematical Economics Working Papers, 662. Center for Mathematical Economics, Bielefeld (2022).
Blessing, Jonas, Denk, Robert, Kupper, Michael, and Nendel, Max. Convex Monotone Semigroups and their Generators with Respect to $\Gamma$-Convergence . Bielefeld: Center for Mathematical Economics, 2022. Center for Mathematical Economics Working Papers. 662.
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2022-03-01T13:15:45Z
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