Well-posedness for degenerate elliptic PDE arising in optimal learning strategies (Q2180657)
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scientific article
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| English | Well-posedness for degenerate elliptic PDE arising in optimal learning strategies |
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Well-posedness for degenerate elliptic PDE arising in optimal learning strategies (English)
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14 May 2020
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Summary: 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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degenerate elliptic PDE
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viscosity solutions
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comparison principle
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0.7396518588066101
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0.7293911576271057
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0.7262438535690308
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