Related papers: $C^{1,1}$ regularity for principal-agent problems

In this work we establish local $C^{2,\alpha}$ regularity estimates for flat solutions to non-convex fully nonlinear elliptic equations provided the coefficients and the source function are of class $C^{0,\alpha}$. For problems with merely…

We consider the normalized $p$-Poisson problem $$-\Delta^N_p u=f \qquad \text{in}\quad \Omega.$$ The normalized $p$-Laplacian $\Delta_p^{N}u:=|D u|^{2-p}\Delta_p u$ is in non-divergence form and arises for example from stochastic games. We…

In this paper, we prove the existence and uniqueness of $W^{2,p}$ ($n<p<\infty$) solutions of a double obstacle problem with $C^{1,1}$ obstacle functions. Moreover, we show the optimal regularity of the solution and the local $C^1$…

In this article we study optimization problems ruled by $\alpha$-fractional diffusion operators with volume constraints. By means of penalization techniques we prove existence of solutions. We also show that every solution is locally of…

We establish local $C^{1,\alpha}$-regularity for some $\alpha\in(0,1)$ and $C^{\alpha}$-regularity for any $\alpha\in(0,1)$ of local minimizers of the functional \[ v\ \mapsto\ \int_\Omega \phi(x,|Dv|)\,dx, \] where $\phi$ satisfies a…

In this work there is established an optimal existence and regularity theory for second order linear parabolic differential equations on a large class of noncompact Riemannian manifolds. Then it is shown that it provides a general unifying…

We give an alternative proof to Agler's famous result on success of rational dilation on an annulus by an application of a result due to Dritschel and McCullough. We show interplay between operators associated with an annulus, $C_{1,r}$ or…

We study a general contracting problem between the principal and a finite set of competitive agents, who perform equivalent changes of measure by controlling the drift of the output process and the compensator of its associated jump…

We study the regularity of the roots of complex univariate polynomials whose coefficients depend smoothly on parameters. We show that any continuous choice of the roots of a $C^{n-1,1}$-curve of monic polynomials of degree $n$ is locally…

We examine the interior regularity of solutions to a degenerate normalized $p$-Laplace equation, where the degeneracy is governed by a modulus of continuity whose inverse satisfies a Dini continuity condition. We prove that under very…

We establish the existence, uniqueness, and $W^{1,2,p}$-regularity of solutions to fully-nonlinear, parabolic obstacle problems when the obstacle is the pointwise supremum of functions in $W^{1,2,p}$ and the nonlinear operator is required…

We study the regularity of the free boundary in the parabolic obstacle problem for the fractional Laplacian $(-\Delta)^s$ (and more general integro-differential operators) in the regime $s>\frac{1}{2}$. We prove that once the free boundary…

In this article, following a first work of the author, we study critical subsolutions in discrete weak KAM theory. In particular, we establish that if the cost function $c:M \times M\to \R{}$ defined on a smooth connected manifold is…

We study continuity, H\"older regularity, and $C^{1,1}$-regularity of geodesics between continuous plurisubharmonic functions on bounded domains of $\mathbb{C}^n$. We then derive regularity properties of rooftop envelopes.

Motivated by a problem on comonotone approximation of $C^n$ functions by entire functions, for increasing functions $f\colon[0,1]\to[0,1]$, we characterize the possible values of $(a,b,c)$, where $a=I(f)(1)$, $b=I^2(f)(1)$, $c=I^3(f)(1)$…

We introduce the concept of $C^{m,\alpha}$-nonlocal operators, extending the notion of second order elliptic operator in divergence form with $C^{m,\alpha}$-coefficients. We then derive the nonlocal analogue of the key existing results for…

We study the equation $u_{11}u_{22} = 1$ in $\mathbb{R}^2$. Our results include an interior $C^2$ estimate, classical solvability of the Dirichlet problem, and the existence of non-quadratic entire solutions. We also construct global…

Modeling the purposeful behavior of imperfect agents from a small number of observations is a challenging task. When restricted to the single-agent decision-theoretic setting, inverse optimal control techniques assume that observed behavior…

Fix integers $m\ge 2$, $n\ge 1$. We prove the existence of a bounded linear extension operator for $C^{m-1,1}(\R^n)$ with operator norm at most $\exp(\gamma D^k)$, where $D := \binom{m+n-1}{n}$ is the number of multiindices of length $n$…

In this paper we consider existence and multiplicity results concerning affine connections on $C^{k}$-manifolds $M$ whose coefficients are as regular as one needs, following the regularity theory introduced in arXiv:1908.04442. We show that…