Related papers: Convergence of dynamic programming principles for …

We study a Dynamic Programming Principle related to the $p$-Laplacian for $1 < p < \infty$. The main results are existence, uniqueness and continuity of solutions.

We construct an abstract framework in which the dynamic programming principle (DPP) can be readily proven. It encompasses a broad range of common stochastic control problems in the weak formulation, and deals with problems in the…

We provide an alternative approach to the existence of solutions to dynamic programming equations arising in the discrete game-theoretic interpretations for various nonlinear partial differential equations including the infinity Laplacian,…

In this article we investigate the connection between regularization theory for inverse problems and dynamic programming theory. This is done by developing two new regularization methods, based on dynamic programming techniques. The aim of…

We propose a discretization of the optimality principle in dynamic programming based on radial basis functions and Shepard's moving least squares approximation method. We prove convergence of the approximate optimal value function to the…

We prove the dynamic programming principle (DPP) in a class of problems where an agent controls a $d$-dimensional diffusive dynamics via both classical and singular controls and, moreover, is able to terminate the optimisation at a time of…

We propose a monotone, and consistent numerical scheme for the approximation of the Dirichlet problem for the normalized Infinity Laplacian, which could be related to the family of so--called two--scale methods. We show that this method is…

The existence of positive strong solutions to a homogeneous Dirichlet $p$-Laplacian problem, with reaction sum of a both singular at zero and highly discontinuous nonlinearity and of a discontinuous convection term, is established. Locality…

In this paper, we study the Dirichlet problem for Laplace's equation in an open disk. The uniqueness of solutions is ensured by the well-known weak maximum principle. We introduce a novel approach to demonstrate the existence of a solution…

In this work we introduce a viscosity-based notion of solution for general approximation schemes associated with partial differential equations, such as dynamic programming principles~(DPPs). A key feature of our approach is that it…

We generalise the dynamic Laplacian introduced in (Froyland, 2015) to a dynamic $p$-Laplacian, in analogy to the generalisation of the standard $2$-Laplacian to the standard $p$-Laplacian for $p>1$. Spectral properties of the dynamic…

We establish an explicit maximum principle for the Dirichlet problem associated with the $p$-Laplacian ($p>1$), where the constant depends on both $p$ and the geometry of the domain. From this result we derive two main applications. First,…

We prove in this article that functions satisfying a dynamic programming principle have a local interior Lipschitz type regularity. This DPP is partly motivated by the connection to the normalized parabolic $p$-Laplace operator.

It is shown that if the sequence $(p_j(x))$ increases uniformly to $p(x)$ in a bounded, smooth domain $\Omega$, then the sequence $(u_i)$ of solutions to the Dirichlet problem for the $p_i(x)$-Laplacian with fixed boundary datum $\varphi$…

We introduce a novel method for handling endpoint constraints in constrained differential dynamic programming (DDP). Unlike existing approaches, our method guarantees quadratic convergence and is exact, effectively managing rank…

This paper provides new conditions for dynamic optimality in discrete time and uses them to establish fundamental dynamic programming results for several commonly used recursive preference specifications. These include Epstein-Zin…

For the principal eigenvalue of discrete weighted $p$-Laplacian on the set of nonnegative integers, the convergence of an approximation procedure and the inverse iteration is proved. Meanwhile, in the proof of the convergence, the…

We extend recent results on discrete approximations of the Laplacian in $\mathbf{R}^d$ with norm resolvent convergence to the corresponding results for Dirichlet and Neumann Laplacians on a half-space. The resolvents of the discrete…

We consider a general formulation of the Principal-Agent problem with a lump-sum payment on a finite horizon, providing a systematic method for solving such problems. Our approach is the following: we first find the contract that is optimal…

We study a nonlinear, nonlocal Dirichlet problem driven by the degenerate fractional p-Laplacian via a combination of topological methods (degree theory for operators of monotone type) and variational methods (critical point theory). We…