Regularity for nonlinear stochastic games
Luiro, H., & Parviainen, M. (2018). Regularity for nonlinear stochastic games. Annales de l'Institut Henri Poincaré : Analyse non linéaire, 35 (6), 1435-1456. doi:10.1016/j.anihpc.2017.11.009
Date
2018Discipline
MatematiikkaCopyright
© Elsevier 2018
We establish regularity for functions satisfying a dynamic
programming equation, which may arise for example from stochastic
games or discretization schemes. Our results can also be utilized in
obtaining regularity and existence results for the corresponding partial
differential equations.
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ElsevierISSN Search the Publication Forum
0294-1449Keywords
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Except where otherwise noted, this item's license is described as CC BY-NC-ND 4.0