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MiS Preprint
84/2013
General Existence of Solutions to Dynamic Programming Principle
Qing Liu and Armin Schikorra
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.
