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arXiv · 1307.1860

General Existence of Solutions to Dynamic Programming Principle

Qing Liu·Armin Schikorra
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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.

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Qing Liu, Armin Schikorra. 2013-07-18. General Existence of Solutions to Dynamic Programming Principle. https://arxiv.org/abs/1307.1860

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