Variational representations for N-cyclically monotone vector fields

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2014

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Périmètre
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info:eu-repo/semantics/altIdentifier/doi/10.2140/pjm.2014.269.323

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info:eu-repo/semantics/altIdentifier/hdl/2441/3ubjgq0tq91s96altrev8p9fr

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info:eu-repo/grantAgreement/EC/FP7/313699/EU/Economics of Matching Markets: Theoretical and Empirical Investigations/ECOMATCH

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Sciences Po

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Alfred Galichon et al., « Variational representations for N-cyclically monotone vector fields », Archive ouverte de Sciences Po (SPIRE), ID : 10.2140/pjm.2014.269.323


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Given a convex bounded domain Ω in Rd and an integer N≥2, we associate to any jointly N-monotone (N−1)-tuplet (u1,u2,...,uN−1) of vector fields from into Rd, a Hamiltonian H on Rd×Rd...×Rd, that is concave in the first variable, jointly convex in the last (N−1) variables such that for almost all , \hbox{(u1(x),u2(x),...,uN−1(x))=∇2,...,NH(x,x,...,x). Moreover, H is N-sub-antisymmetric, meaning that ∑i=0N−1H(σi(x))≤0 for all x=(x1,...,xN)∈ΩN, σ being the cyclic permutation on Rd defined by σ(x1,x2,...,xN)=(x2,x3,...,xN,x1). Furthermore, H is N% -antisymmetric in a sense to be defined below. This can be seen as an extension of a theorem of E. Krauss, which associates to any monotone operator, a concave-convex antisymmetric saddle function. We also give various variational characterizations of vector fields that are almost everywhere N-monotone, showing that they are dual to the class of measure preserving N-involutions on Ω.

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