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arXiv · 1808.10154

Convergence of dynamic programming principles for the $p$-Laplacian

Félix del Teso·Juan J. Manfredi·Mikko Parviainen
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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.

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Félix del Teso, Juan J. Manfredi, Mikko Parviainen. 2018-08-30. Convergence of dynamic programming principles for the $p$-Laplacian. https://arxiv.org/abs/1808.10154

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