Asymptotic $$C^{1,\gamma }$$-regularity for value functions to uniformly elliptic dynamic programming principles

Author:

Blanc Pablo,Parviainen Mikko,Rossi Julio D.ORCID

Funder

conicet

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics

Reference19 articles.

1. Arroyo, Á., Luiro, H., Parviainen, M., Ruosteenoja, E.: Asymptotic Lipschitz regularity for tug-of-war games with varying probabilities. Potent. Anal. 53(2), 565–589 (2020)

2. Arroyo, Á., Blanc, P., Parviainen, M.: Hölder regularity for stochastic processes with bounded and measurable increments. arXiv preprint arXiv:2109.01027. To appear in Ann. Inst. H. Poincaré Anal. Non Linéaire

3. Arroyo, Á., Blanc, P., Parviainen, M.: Local regularity estimates for general discrete dynamic programming equations. arXiv preprint arXiv:2207.01655. To appear in J. Math. Pures Appl.

4. Brustad, K.K., Lindqvist, P., Manfredi, J.J.: A discrete stochastic interpretation of the dominative $$p$$-Laplacian. Differ. Integral Equ. 33(9–10), 465–488 (2020)

5. Blanc, P., Rossi, J.D.: Game Theory and Partial Differential Equations, volume 31 of De Gruyter Series in Nonlinear Analysis and Applications. De Gruyter (2019)

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