Subsolutions that are close in the uniform norm are close in the Sobolev norm as well

DOI10.1007/s00245-012-9161-5zbMath1243.93137MaRDI QIDQ442572

Malkhaz Shashiashvili, Muhammad Shoaib Saleem

Publication date: 1 August 2012

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00245-012-9161-5

zbMATH Keywords

linear second order uniformly elliptic partial differential equation; optimal stochastic control problem; weighted reverse Poincaré inequality

Mathematics Subject Classification ID

93E20: Optimal stochastic control

35J15: Second-order elliptic equations

47N10: Applications of operator theory in optimization, convex analysis, mathematical programming, economics

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The rate of convergence of finite-difference approximations for Bellman equations with Lipschitz coefficients
• The weighted square integral inequalities for the first derivative of the function of a real variable
• Controlled Markov processes and viscosity solutions
• DISCRETE TIME HEDGING OF THE AMERICAN OPTION
• Optimal control of diffusion processes and hamilton–jacobi–bellman equations part 2 : viscosity solutions and uniqueness
• On the definition and properties of p-superharmonic functions.
• SOME NEW RESULTS IN THE THEORY OF CONTROLLED DIFFUSION PROCESSES
• Best Approximation by Subharmonic Functions
• Elliptic Partial Differential Equations of Second Order
• On the convergence rate of approximation schemes for Hamilton-Jacobi-Bellman Equations
• On Potentials of Positive Mass
• Error Bounds for Monotone Approximation Schemes for Hamilton--Jacobi--Bellman Equations