Local regularity estimates for general discrete dynamic programming equations
Arroyo, Á., Blanc, P., & Parviainen, M. (2022). Local regularity estimates for general discrete dynamic programming equations. Journal de Mathematiques Pures et Appliquees, 167, 225-256. https://doi.org/10.1016/j.matpur.2022.09.006
Julkaistu sarjassa
Journal de Mathematiques Pures et AppliqueesPäivämäärä
2022Oppiaine
MatematiikkaAnalyysin ja dynamiikan tutkimuksen huippuyksikköMathematicsAnalysis and Dynamics Research (Centre of Excellence)Tekijänoikeudet
© 2022 The Author(s). Published by Elsevier Masson SAS.
We obtain an analytic proof for asymptotic Hölder estimate and Harnack's inequality for solutions to a discrete dynamic programming equation. The results also generalize to functions satisfying Pucci-type inequalities for discrete extremal operators. Thus the results cover a quite general class of equations.
Julkaisija
ElsevierISSN Hae Julkaisufoorumista
0021-7824Asiasanat
Julkaisu tutkimustietojärjestelmässä
https://converis.jyu.fi/converis/portal/detail/Publication/156813395
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Lisätietoja rahoituksesta
Á. A. is partially supported by the grant MTM2017-85666-P.Lisenssi
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