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arXiv · 2207.01655

Local regularity estimates for general discrete dynamic programming equations

Ángel Arroyo·Pablo Blanc·Mikko Parviainen
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Abstract

We obtain an analytic proof for asymptotic H\"older estimate and Harnack's inequality for solutions to a discrete dynamic programming equation. The results also generalize to functions satisfying Pucci-type inequalities for discrete extremal operators. Thus the results cover a quite general class of equations.

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Ángel Arroyo, Pablo Blanc, Mikko Parviainen. 2022-07-04. Local regularity estimates for general discrete dynamic programming equations. https://arxiv.org/abs/2207.01655

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