Well-posedness for degenerate elliptic PDE arising in optimal learning strategies

DOI10.4171/IFB/434zbMATH Open1440.35159OpenAlexW3016858051MaRDI QIDQ2180657FDOQ2180657

Authors Tim Laux, J. Miguel Villas-Boas

Publication date 14 May 2020

Published in Interfaces and Free Boundaries (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1905.08281

zbMATH Keywords

comparison principleviscosity solutionsdegenerate elliptic PDE

Mathematics Subject Classification ID

Viscosity solutions to PDEs (35D40) Degenerate elliptic equations (35J70)

Abstract: 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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Cites work

• Free boundary regularity in the parabolic fractional obstacle problem
• Optimal learning before choice
• The regularity of free boundaries in higher dimensions
• User’s guide to viscosity solutions of second order partial differential equations

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