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General existence of solutions to dynamic programming equations

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  • We provide an alternative approach to the existence of solutions to dynamic programming equations arising in the discrete game-theoretic interpretations for various nonlinear partial differential equations including the infinity Laplacian, mean curvature flow and Hamilton-Jacobi type. Our general result is similar to Perron's method but adapted to the discrete situation.
    Mathematics Subject Classification: 35A35, 49C20, 91A05, 91A15.


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