6533b855fe1ef96bd12aff11

RESEARCH PRODUCT

Local regularity estimates for general discrete dynamic programming equations

ÁNgel ArroyoPablo BlancMikko Parviainen

subject

local Hölder estimateosittaisdifferentiaaliyhtälötABP-estimateApplied MathematicsGeneral Mathematicsp-LaplacianMathematics::Analysis of PDEs35B65 35J15 35J92 91A50elliptic non-divergence form partial differential equation with bounded and measurable coefficientsdynamic programming principleMathematics - Analysis of PDEsHarnack's inequalitytug-of-war with noiseFOS: MathematicsPucci extremal operatorpeliteoriaepäyhtälötAnalysis of PDEs (math.AP)

description

We obtain an analytic proof for asymptotic H\"older 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.

yearjournalcountryeditionlanguage
2022-01-01
https://dx.doi.org/10.48550/arxiv.2207.01655