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Local regularity estimates for general discrete dynamic programming equations - MaRDI portal

Local regularity estimates for general discrete dynamic programming equations (Q2085761)

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Local regularity estimates for general discrete dynamic programming equations
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    Local regularity estimates for general discrete dynamic programming equations (English)
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    19 October 2022
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    Alexandrov-Bakelman-Pucci (ABP)-type estimates
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    elliptic non-divergence form partial differential equation with bounded and measurable coefficients
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    dynamic programming principle
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    Harnack's inequality
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    local Hölder estimate
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    tug-of-war with noise
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