Local regularity estimates for general discrete dynamic programming equations

DOI10.1016/J.MATPUR.2022.09.006zbMath1500.35064arXiv2207.01655OpenAlexW4297141197MaRDI QIDQ2085761

Pablo Blanc, Mikko Parviainen, Angel Arroyo

Publication date: 19 October 2022

Published in: Journal de Mathématiques Pures et Appliquées. Neuvième Série (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2207.01655

zbMATH Keywords

Harnack's inequalitydynamic programming principletug-of-war with noiseAlexandrov-Bakelman-Pucci (ABP)-type estimateselliptic non-divergence form partial differential equation with bounded and measurable coefficientslocal Hölder estimate

Mathematics Subject Classification ID

Discrete-time games (91A50) Smoothness and regularity of solutions to PDEs (35B65) A priori estimates in context of PDEs (35B45) Second-order elliptic equations (35J15) Quasilinear elliptic equations with (p)-Laplacian (35J92)

Related Items (1)

Asymptotic \(C^{1,\gamma}\)-regularity for value functions to uniformly elliptic dynamic programming principles

Cites Work

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