Convergence of dynamic programming principles for the $p$-Laplacian
Analysis of PDEs
2020-03-18 v3 Numerical Analysis
Numerical Analysis
Abstract
We provide a unified strategy to show that solutions of dynamic programming principles associated to the -Laplacian converge to the solution of the corresponding Dirichlet problem. Our approach includes all previously known cases for continuous and discrete dynamic programming principles, provides new results, and gives a convergence proof free of probability arguments.
Cite
@article{arxiv.1808.10154,
title = {Convergence of dynamic programming principles for the $p$-Laplacian},
author = {Félix del Teso and Juan J. Manfredi and Mikko Parviainen},
journal= {arXiv preprint arXiv:1808.10154},
year = {2020}
}
Comments
28 pages, 1 figure. Accepted for publication in Advances in Calculus of Variations