Regularity for nonlinear stochastic games

Luiro, Hannes; Parviainen, Mikko

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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

Published in

Annales de l'Institut Henri Poincaré : Analyse non linéaire

Authors

Luiro, Hannes |

Parviainen, Mikko

Date

2018

Discipline

Matematiikka

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Embargoed until: 2020-10-01Request copy from author

Copyright

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.

Publisher

Elsevier

ISSN Search the Publication Forum

0294-1449

License

Except where otherwise noted, this item's license is described as CC BY-NC-ND 4.0