Convergence of dynamic programming principles for the <i>p</i>-Laplacian
Félix del Teso, Juan J. Manfredi, Mikko Parviainen
Abstract
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.
Topics & Concepts
MathematicsDynamic programmingConvergence (economics)Mathematical optimizationLaplace operatorApplied mathematicsMathematical analysisEconomic growthEconomicsNonlinear Partial Differential EquationsAdvanced Mathematical Modeling in EngineeringSpectral Theory in Mathematical Physics