Local regularity estimates for general discrete dynamic programming equations
Analysis of PDEs
2022-07-06 v1
Abstract
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.
Cite
@article{arxiv.2207.01655,
title = {Local regularity estimates for general discrete dynamic programming equations},
author = {Ángel Arroyo and Pablo Blanc and Mikko Parviainen},
journal= {arXiv preprint arXiv:2207.01655},
year = {2022}
}
Comments
32 pages