Well-posedness for degenerate elliptic PDE arising in optimal learning strategies

Tim Laux; J. Miguel Villas-Boas

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arXiv · 1905.08281

Well-posedness for degenerate elliptic PDE arising in optimal learning strategies

Tim Laux·J. Miguel Villas-Boas

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Abstract

We derive a comparison principle for a degenerate elliptic partial differential equation without boundary conditions which arises naturally in optimal learning strategies. Our argument is direct and exploits the degeneracy of the differential operator to construct (logarithmically) diverging barriers.

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Tim Laux, J. Miguel Villas-Boas. 2019-05-20. Well-posedness for degenerate elliptic PDE arising in optimal learning strategies. https://arxiv.org/abs/1905.08281

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