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

DOI10.1007/S00208-022-02485-7zbMath1527.91011arXiv2206.09001OpenAlexW4301431069MaRDI QIDQ6084193

Pablo Blanc, Julio D. Rossi, Mikko Parviainen

Publication date: 31 October 2023

Published in: Mathematische Annalen (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2206.09001

Mathematics Subject Classification ID

Smoothness and regularity of solutions to PDEs (35B65) Dynamic programming (90C39) Stochastic games, stochastic differential games (91A15)

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