Coupling methods provide a powerful toolbox for the
quantitative analysis of the long-time behaviour of Markov
processes. In particular, coupling by reflection allows to
establish sharp exponential convergence results in
Wasserstein distance for the Fokker-Planck equation without
having to rely on pointwise assumptions on the confinement
potential. The purpose of this talk is to illustrate the
construction of a variant of coupling by reflection that applies
to optimally controlled diffusion processes, including
controlled McKean-Vlasov processes. Such construction
opens the door for a precise study of the long-time behaviour
of optimizers: in particular it provides with uniform in time
gradient (and Hessian) estimates for the solution of Hamilton-
Jacobi-Bellman equations that enable to prove various kind of
exponential turnpike properties for the optimal processes
and controls. This talk is partially based on joint work with
Katharina Eichinger, Alain Durmus, and Alekos Cecchin.
Ecole Polytechnique