Regularity for nonlinear stochastic games
Abstract
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.
Main Authors
Format
Articles
Research article
Published
2018
Series
Subjects
Publication in research information system
Publisher
Elsevier
The permanent address of the publication
https://urn.fi/URN:NBN:fi:jyu-201809134117Use this for linking
Review status
Peer reviewed
ISSN
0294-1449
DOI
https://doi.org/10.1016/j.anihpc.2017.11.009
Language
English
Published in
Annales de l'Institut Henri Poincaré : Analyse non linéaire
Citation
- Luiro, H., & Parviainen, M. (2018). Regularity for nonlinear stochastic games. Annales de l'Institut Henri Poincaré : Analyse non linéaire, 35(6), 1435-1456. https://doi.org/10.1016/j.anihpc.2017.11.009
License
Funder(s)
Academy of Finland
Academy of Finland
Funding program(s)
Akatemiatutkija, SA
Akatemiatutkijan tutkimuskulut, SA
Academy Research Fellow, AoF
Research costs of Academy Research Fellow, AoF
Additional information about funding
Both authors have been supported by the Academy of Finland (#260791, #292797).
Copyright© Elsevier 2018