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
Metadata
Näytä kaikki kuvailutiedotKokoelmat
Lisätietoja rahoituksesta
Á. A. is partially supported by the grant MTM2017-85666-P.Lisenssi
Samankaltainen aineisto
Näytetään aineistoja, joilla on samankaltainen nimeke tai asiasanat.
-
On the local and global regularity of tug-of-war games
Heino, Joonas (University of Jyväskylä, 2018)This thesis studies local and global regularity properties of a stochastic two-player zero-sum game called tug-of-war. In particular, we study value functions of the game locally as well as globally, that is, close to ... -
Asymptotic C1,γ-regularity for value functions to uniformly elliptic dynamic programming principles
Blanc, Pablo; Parviainen, Mikko; Rossi, Julio D. (Springer, 2022)In this paper we prove an asymptotic C1,γ-estimate for value functions of stochastic processes related to uniformly elliptic dynamic programming principles. As an application, this allows us to pass to the limit with a ... -
Remarks on regularity for p-Laplacian type equations in non-divergence form
Attouchi, Amal; Ruosteenoja, Eero (Academic Press, 2018)We study a singular or degenerate equation in non-divergence form modeled on the p-Laplacian, −|Du|γ(Δu+(p−2)Δ∞ Nu)=finΩ. We investigate local C1,α regularity of viscosity solutions in the full range γ>−1 and p>1, and ... -
Regularity properties of tug-of-war games and normalized equations
Ruosteenoja, Eero (University of Jyväskylä, 2017) -
Uniform measure density condition and game regularity for tug-of-war games
Heino, Joonas (International Statistical Institute; Bernoulli Society for Mathematical Statistics and Probability, 2018)We show that a uniform measure density condition implies game regularity for all 2 < p < ∞ in a stochastic game called “tug-of-war with noise”. The proof utilizes suitable choices of strategies combined with estimates for ...
Ellei toisin mainittu, julkisesti saatavilla olevia JYX-metatietoja (poislukien tiivistelmät) saa vapaasti uudelleenkäyttää CC0-lisenssillä.