A1 Journal article (refereed)
Local regularity estimates for general discrete dynamic programming equations (2022)

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

JYU authors or editors

Publication details

All authors or editors: Arroyo, Ángel; Blanc, Pablo; Parviainen, Mikko

Journal or series: Journal de Mathematiques Pures et Appliquees

ISSN: 0021-7824

eISSN: 1776-3371

Publication year: 2022

Publication date: 26/09/2022

Volume: 167

Pages range: 225-256

Publisher: Elsevier

Publication country: France

Publication language: English

DOI: https://doi.org/10.1016/j.matpur.2022.09.006

Publication open access: Openly available

Publication channel open access: Partially open access channel

Publication is parallel published (JYX): https://jyx.jyu.fi/handle/123456789/83643

Web address of parallel published publication (pre-print): https://arxiv.org/abs/2207.01655

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.

Keywords: partial differential equations; inequalities (mathematics); game theory

Free keywords: ABP-estimate; elliptic non-divergence form partial differential equation with bounded and measurable coefficients; dynamic programming principle; Harnack's inequality; local Hölder estimate; p-Laplacian; Pucci extremal operator; tug-of-war with noise

Contributing organizations

Ministry reporting: Yes

Reporting Year: 2022

JUFO rating: 3