General existence of solutions to dynamic programming equations
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Abstract: We provide an alternative approach to the existence of solutions to dynamic programming equations arising in the discrete game-theoretic interpretations for various nonlinear partial differential equations including the infinity Laplacian, mean curvature flow and Hamilton-Jacobi type. Our general result is similar to Perron's method but adapted to the discrete situation.
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Cited in
(22)- Games for eigenvalues of the Hessian and concave/convex envelopes
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