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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.

Received:
Aug 16, 2013
Published:
Aug 16, 2013
MSC Codes:
35A35, 49C20, 91A05

Related publications

inJournal
2015 Repository Open Access
Qing Liu and Armin Schikorra

General existence of solutions to dynamic programming equations

In: Communications on pure and applied analysis, 14 (2015) 1, pp. 167-184