Convergence of dynamic programming principles for the $p$-Laplacian
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.
- Publication:
-
arXiv e-prints
- Pub Date:
- August 2018
- DOI:
- 10.48550/arXiv.1808.10154
- arXiv:
- arXiv:1808.10154
- Bibcode:
- 2018arXiv180810154D
- Keywords:
-
- Mathematics - Analysis of PDEs;
- Mathematics - Numerical Analysis
- E-Print:
- 28 pages, 1 figure. Accepted for publication in Advances in Calculus of Variations