Two-phase anisotropic free boundary problems and applications to the Bellman equation in 2D

DOI10.1007/s00205-017-1198-9zbMath1393.35247arXiv1604.04499OpenAlexW2338771909MaRDI QIDQ1745401

Luis A. Caffarelli, Ovidiu V. Savin, Daniela De Silva

Publication date: 17 April 2018

Published in: Archive for Rational Mechanics and Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1604.04499

zbMATH Keywords

dynamic programmingBellman equationfree boundaryoptimisation

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Smoothness and regularity of solutions to PDEs (35B65) Boundary value problems for second-order elliptic equations (35J25) Dynamic programming (90C39) Maximum principles in context of PDEs (35B50) Optimal stochastic control (93E20) Free boundary problems for PDEs (35R35) PDEs in connection with mathematical programming (35Q90)

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