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Regularity of the Solution of the Hamilton-Jacobi-Bellman Equation for Uniformly Elliptic Operators

Lawrence Craig Evans

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Abstract

We prove by partial differential equation methods that the solution of the Hamilton-Jacobi Bellman dynamic programming equation has locally (Hölder) continuous second derivatives, provided the Lvare uniformly elliptic.

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What this paper is about

We prove by partial differential equation methods that the solution of the Hamilton-Jacobi Bellman dynamic programming equation has locally (Hölder) continuous second derivatives, provided the Lvare uniformly elliptic.

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OpenAlex reports 1 citations for this work. Citation counts describe recorded attention and do not establish research quality.

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Available abstract

We prove by partial differential equation methods that the solution of the Hamilton-Jacobi Bellman dynamic programming equation has locally (Hölder) continuous second derivatives, provided the Lvare uniformly elliptic.

Key concepts: Hamilton–Jacobi equation, Mathematics, Partial differential equation, Dynamic programming, Jacobi elliptic functions, Elliptic function, Differential equation, Jacobi method

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