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Bienvenue - Laboratoire Jacques-Louis Lions

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Key figures

Key figures

189 people work at LJLL

86 permanent staff

80 researchers and permanent lecturers

6 engineers, technicians and administrative staff

103 non-permanent staff

74 Phd students

15 post-doc and ATER

14 emeritus scholars and external collaborators

 

January 2022

 

Giovanni Conforti

Monday 8 April 2019

Giovanni Conforti (École Polytechnique)

Long time behavior of the Mean Field Schrödinger problem and associated functional inequalities.

Abstract : In this talk, we shall introduce a generalisation of the Schrödinger problem. In words, we look at the problem of finding the most likely evolution of a cloud of interacting Brownian particles conditionally on having observed their initial and final configurations. In rigorous term, it as a mean field stochastic control problem. The goal of the talk is to show that the mean field stochastic control problem converges exponentially fast to its ergodic version as the time horizon becomes large, and to provide sharp estimates on the convergence rates. In doing this, we will obtain some new functional inequalities involving the (mean field) entropic cost.