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We have decided to discontinue the publication of preprints on our preprint server as of 1 March 2024. The publication culture within mathematics has changed so much due to the rise of repositories such as ArXiV (www.arxiv.org) that we are encouraging all institute members to make their preprints available there. An institute's repository in its previous form is, therefore, unnecessary. The preprints published to date will remain available here, but we will not add any new preprints here.

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:
16.08.13
Published:
16.08.13
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