Regularity for nonlinear stochastic games
| dc.contributor.author | Luiro, Hannes | |
| dc.contributor.author | Parviainen, Mikko | |
| dc.date.accessioned | 2018-09-25T08:47:24Z | |
| dc.date.available | 2020-10-01T21:35:09Z | |
| dc.date.issued | 2018 | |
| dc.identifier.citation | Luiro, H., & Parviainen, M. (2018). Regularity for nonlinear stochastic games. <i>Annales de l'Institut Henri Poincaré : Analyse non linéaire</i>, <i>35</i>(6), 1435-1456. <a href="https://doi.org/10.1016/j.anihpc.2017.11.009" target="_blank">https://doi.org/10.1016/j.anihpc.2017.11.009</a> | |
| dc.identifier.other | CONVID_27824126 | |
| dc.identifier.other | TUTKAID_76396 | |
| dc.identifier.uri | https://jyx.jyu.fi/handle/123456789/59654 | |
| dc.description.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. | fi |
| dc.format.mimetype | application/pdf | |
| dc.language.iso | eng | |
| dc.publisher | Elsevier | |
| dc.relation.ispartofseries | Annales de l'Institut Henri Poincaré : Analyse non linéaire | |
| dc.rights | CC BY-NC-ND 4.0 | |
| dc.subject.other | dynamic programming principle | |
| dc.subject.other | p-Laplace | |
| dc.subject.other | tug-of-war | |
| dc.subject.other | tug-of-war with noise with space dependent probabilities | |
| dc.subject.other | viscosity solutions | |
| dc.title | Regularity for nonlinear stochastic games | |
| dc.type | article | |
| dc.identifier.urn | URN:NBN:fi:jyu-201809134117 | |
| dc.contributor.laitos | Matematiikan ja tilastotieteen laitos | fi |
| dc.contributor.laitos | Department of Mathematics and Statistics | en |
| dc.contributor.oppiaine | Matematiikka | fi |
| dc.contributor.oppiaine | Mathematics | en |
| dc.type.uri | http://purl.org/eprint/type/JournalArticle | |
| dc.date.updated | 2018-09-13T12:15:04Z | |
| dc.type.coar | http://purl.org/coar/resource_type/c_2df8fbb1 | |
| dc.description.reviewstatus | peerReviewed | |
| dc.format.pagerange | 1435-1456 | |
| dc.relation.issn | 0294-1449 | |
| dc.relation.numberinseries | 6 | |
| dc.relation.volume | 35 | |
| dc.type.version | acceptedVersion | |
| dc.rights.copyright | © Elsevier 2018 | |
| dc.rights.accesslevel | openAccess | fi |
| dc.relation.grantnumber | 260791 | |
| dc.relation.grantnumber | 292797 | |
| dc.subject.yso | stokastiset prosessit | |
| dc.format.content | fulltext | |
| jyx.subject.uri | http://www.yso.fi/onto/yso/p11400 | |
| dc.rights.url | https://creativecommons.org/licenses/by-nc-nd/4.0/ | |
| dc.relation.doi | 10.1016/j.anihpc.2017.11.009 | |
| dc.relation.funder | Suomen Akatemia | fi |
| dc.relation.funder | Suomen Akatemia | fi |
| dc.relation.funder | Academy of Finland | en |
| dc.relation.funder | Academy of Finland | en |
| jyx.fundingprogram | Akatemiatutkija, SA | fi |
| jyx.fundingprogram | Akatemiatutkijan tutkimuskulut, SA | fi |
| jyx.fundingprogram | Academy Research Fellow, AoF | en |
| jyx.fundingprogram | Research costs of Academy Research Fellow, AoF | en |
| jyx.fundinginformation | Both authors have been supported by the Academy of Finland (#260791, #292797). | |
| dc.type.okm | A1 |
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