Asymptotic Hölder regularity for the ellipsoid process
DOI10.1051/cocv/2020034zbMath1459.35061arXiv1905.02037OpenAlexW3032099753WikidataQ109745186 ScholiaQ109745186MaRDI QIDQ5854405
Mikko Parviainen, Angel Arroyo
Publication date: 17 March 2021
Published in: ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1905.02037
stochastic gamesdynamic programming principlecoupling of stochastic processeslocal Hölder estimatesequations in non-divergence formellipsoid process
Discrete-time games (91A50) Smoothness and regularity of solutions to PDEs (35B65) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Second-order elliptic equations (35J15)
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