Local regularity estimates for general discrete dynamic programming equations

Arroyo, Ángel; Blanc, Pablo; Parviainen, Mikko

doi:10.1016/j.matpur.2022.09.006

dc.contributor.author	Arroyo, Ángel
dc.contributor.author	Blanc, Pablo
dc.contributor.author	Parviainen, Mikko
dc.date.accessioned	2022-10-24T11:05:28Z
dc.date.available	2022-10-24T11:05:28Z
dc.date.issued	2022
dc.identifier.citation	Arroyo, Á., Blanc, P., & Parviainen, M. (2022). Local regularity estimates for general discrete dynamic programming equations. <i>Journal de Mathematiques Pures et Appliquees</i>, <i>167</i>, 225-256. <a href="https://doi.org/10.1016/j.matpur.2022.09.006" target="_blank">https://doi.org/10.1016/j.matpur.2022.09.006</a>
dc.identifier.other	CONVID_156813395
dc.identifier.uri	https://jyx.jyu.fi/handle/123456789/83643
dc.description.abstract	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.	en
dc.format.mimetype	application/pdf
dc.language.iso	eng
dc.publisher	Elsevier
dc.relation.ispartofseries	Journal de Mathematiques Pures et Appliquees
dc.rights	CC BY 4.0
dc.subject.other	ABP-estimate
dc.subject.other	elliptic non-divergence form partial differential equation with bounded and measurable coefficients
dc.subject.other	dynamic programming principle
dc.subject.other	Harnack's inequality
dc.subject.other	local Hölder estimate
dc.subject.other	p-Laplacian
dc.subject.other	Pucci extremal operator
dc.subject.other	tug-of-war with noise
dc.title	Local regularity estimates for general discrete dynamic programming equations
dc.type	research article
dc.identifier.urn	URN:NBN:fi:jyu-202210244954
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	Analyysin ja dynamiikan tutkimuksen huippuyksikkö	fi
dc.contributor.oppiaine	Mathematics	en
dc.contributor.oppiaine	Analysis and Dynamics Research (Centre of Excellence)	en
dc.type.uri	http://purl.org/eprint/type/JournalArticle
dc.type.coar	http://purl.org/coar/resource_type/c_2df8fbb1
dc.description.reviewstatus	peerReviewed
dc.format.pagerange	225-256
dc.relation.issn	0021-7824
dc.relation.volume	167
dc.type.version	publishedVersion
dc.rights.copyright	© 2022 The Author(s). Published by Elsevier Masson SAS.
dc.rights.accesslevel	openAccess	fi
dc.type.publication	article
dc.subject.yso	epäyhtälöt
dc.subject.yso	osittaisdifferentiaaliyhtälöt
dc.subject.yso	peliteoria
dc.format.content	fulltext
jyx.subject.uri	http://www.yso.fi/onto/yso/p15720
jyx.subject.uri	http://www.yso.fi/onto/yso/p12392
jyx.subject.uri	http://www.yso.fi/onto/yso/p13476
dc.rights.url	https://creativecommons.org/licenses/by/4.0/
dc.relation.doi	10.1016/j.matpur.2022.09.006
jyx.fundinginformation	Á. A. is partially supported by the grant MTM2017-85666-P.
dc.type.okm	A1