General Existence of Solutions to Dynamic Programming Principle
Analysis of PDEs
2013-07-19 v2
Abstract
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, mean curvature flow and Hamilton-Jacobi type. Our general result is similar to Perron's method but adapted to the discrete situation.
Cite
@article{arxiv.1307.1860,
title = {General Existence of Solutions to Dynamic Programming Principle},
author = {Qing Liu and Armin Schikorra},
journal= {arXiv preprint arXiv:1307.1860},
year = {2013}
}