Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10224101 | Annales de l'Institut Henri Poincare (C) Non Linear Analysis | 2018 | 22 Pages |
Abstract
We establish regularity for functions satisfying a dynamic programming equation, which may arise for example from stochastic games or discretization schemes. Our results can also be utilized in obtaining regularity and existence results for the corresponding partial differential equations.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
Authors
Hannes Luiro, Mikko Parviainen,