Local regularity estimates for general discrete dynamic programming equations
| 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 | 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.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 |
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