Skip to main navigation Skip to search Skip to main content

Uniqueness of the fixed point of nonexpansive semidifferentiable maps

  • Marianne Akian
  • , Stéphane Gaubert
  • , Roger Nussbaum

Research output: Contribution to journal › Article › peer-review

Abstract

We consider semidifferentiable (possibly nonsmooth) maps, acting on a subset of a Banach space, that are nonexpansive either in the norm of the space or in Hilbert’s or Thompson’s metric inherited from a convex cone. We show that the global uniqueness of the fixed point of the map, as well as the geometric convergence of every orbit to this fixed point, can be inferred from the semidifferential of the map at this point. In particular, we show that the geometric convergence rate of the orbits to the fixed point can be bounded in terms of Bonsall’s nonlinear spectral radius of the semidifferential. We derive similar results concerning the uniqueness of the eigenline and the geometric convergence of the orbits to it, in the case of positively homogeneous maps acting on the interior of a cone, or of additively homogeneous maps acting on an AM-space with unit. This is motivated in particular by the analysis of dynamic programming operators (Shapley operators) of zero-sum stochastic games.

Original languageEnglish (US)
Pages (from-to)1271-1320
Number of pages50
JournalTransactions of the American Mathematical Society
Volume368
Issue number2
DOIs
StatePublished - Feb 2016

All Science Journal Classification (ASJC) codes

  • General Mathematics
  • Applied Mathematics

Keywords

  • AM-space with unit
  • Geometric convergence
  • Hilbert’s metric
  • Nonexpansive maps
  • Nonlinear eigenvector
  • Nonlinear spectral radius
  • Semidifferentiability
  • Thompson’s metric
  • Value iteration
  • Zero-sum stochastic games

Fingerprint

Dive into the research topics of 'Uniqueness of the fixed point of nonexpansive semidifferentiable maps'. Together they form a unique fingerprint.

Cite this