Game-theoretic approach to Hölder regularity for PDEs involving eigenvalues of the Hessian

DOI10.1007/S11118-022-10037-6zbMATH Open1530.91011arXiv2112.12011OpenAlexW4292436453WikidataQ114223690 ScholiaQ114223690MaRDI QIDQ6145286FDOQ6145286

Authors: Pablo Blanc, Jeongmin Han, Mikko Parviainen, Eero Ruosteenoja 

Publication date: 9 January 2024

Published in: Potential Analysis (Search for Journal in Brave)

Abstract: We prove a local H"{o}lder estimate with an exponent $0<delta<frac12$ for solutions of the dynamic programming principle ${\displaystyle }$u^varepsilon (x) =sum_{j=1}^n alpha_jinf_{dim(S)=j}sup_{substack{vin S\ |v|=1}}frac{ u^varepsilon (x + varepsilon v) + u^varepsilon (x - varepsilon v)}{2}.${\displaystyle }$ The proof is based on a new coupling idea from game theory. As an application, we get the same regularity estimate for viscosity solutions of the PDE ${\displaystyle }$sum_{i=1}^n alpha_ilambda_i(D^2u)=0,${\displaystyle }$ where $lambd{a}_1(D^{2}u)leqcdotsleqlambd{a}_n(D^{2}u)$ are the eigenvalues of the Hessian.

Full work available at URL: https://arxiv.org/abs/2112.12011

Recommendations

• H\"older estimate for a tug-of-war game with $1<p<2$ from Krylov-Safonov regularity theory
• Games for eigenvalues of the Hessian and concave/convex envelopes
• Local regularity estimates for general discrete dynamic programming equations
• Games associated with products of eigenvalues of the Hessian
• Hölder gradient estimates for fully nonlinear elliptic equations

zbMATH Keywords

fully nonlinear PDEsviscosity solutiondynamic programming principleHölder estimateeigenvalue of the Hessian

Mathematics Subject Classification ID

Noncooperative games (91A10) 2-person games (91A05) Viscosity solutions to PDEs (35D40) Dynamic programming in optimal control and differential games (49L20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

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Cited In (2)

• H\"older estimate for a tug-of-war game with $1<p<2$ from Krylov-Safonov regularity theory
• Games associated with products of eigenvalues of the Hessian

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