Convergence of dynamic programming principles for the p-Laplacian-Reference-Cited by-同舟云学术

Convergence of dynamic programming principles for the p-Laplacian

Published:2020-03-19 Issue:0 Volume:0 Page:
ISSN:1864-8266
Container-title:Advances in Calculus of Variations
language:en
Short-container-title:

Author:

del Teso Félix¹,Manfredi Juan J.²^ORCID,Parviainen Mikko³

Affiliation:

1. Department of Mathematical Analysis and Applied Mathematics , Universidad Complutense de Madrid , 28040 Madrid , Spain

2. Department of Mathematics , University of Pittsburgh , Pittsburgh , PA 15260 , USA

3. Department of Mathematics and Statistic , University of Jyväskylä , 40014 Jyväskylä , Finland

Abstract

Abstract We provide a unified strategy to show that solutions of dynamic programming principles associated to the p-Laplacian converge to the solution of the corresponding Dirichlet problem. Our approach includes all previously known cases for continuous and discrete dynamic programming principles, provides new results, and gives a convergence proof free of probability arguments.

Funder

Norges Forskningsråd

Academy of Finland

Publisher

Walter de Gruyter GmbH

Subject

Applied Mathematics,Analysis

Link

https://www.degruyter.com/document/doi/10.1515/acv-2019-0043/pdf

Reference24 articles.

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2. G. Barles and J. Burdeau, The Dirichlet problem for semilinear second-order degenerate elliptic equations and applications to stochastic exit time control problems, Comm. Partial Differential Equations 20 (1995), no. 1–2, 129–178.