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arXiv 2602.09946math.AP
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一种基于粘度的动态规划原理与应用框架

A Viscosity Framework for Dynamic Programming Principles and Applications

Universidad Autónoma de Madrid(马德里自治大学);Universidad Torcuato di Tella(托尔夸托·迪泰拉大学);Instituto de Ciencias Matemáticas ICMAT (CSIC-UAM-UCM-UC3M)(数学科学研究所 ICMAT)

Félix del Teso, Julio D. Rossi, Jorge Ruiz-Cases

AI总结:

本文提出了一种基于粘度的动态规划原理解决方案框架,解决了传统可测性假设的限制,证明了解的存在性和收敛性,并展示了该框架适用于广泛类型的偏微分方程。

摘要:

在本文中,我们引入了一种基于粘度的解决方案概念,用于一般近似方案,这些方案与偏微分方程相关,如动态规划原理(DPPs)。我们方法的一个关键特点是它绕过了对DPP解的可测性要求,这是一个通常难以验证且可能在相关示例中失败的假设。我们建立了经典严格超解与DPP粘度次解之间的比较原理,这在最简和自然的假设下产生了稳定性结果。作为结果,我们证明了DPP粘度解的存在性,并且它们收敛于与底层近似方案一致的PDE的粘度解。此外,我们表明极限PDE的解允许由近似算子编码的渐近展开。最后,我们证明了一类广泛的局部、非局部和非线性偏微分方程可以融入我们的框架中,恢复文献中的已知示例并填补现有文献中的空白。

英文摘要:

In this work we introduce a viscosity-based notion of solution for general approximation schemes associated with partial differential equations, such as dynamic programming principles~(DPPs). A key feature of our approach is that it bypasses any measurability requirement on solutions of the DPP, an assumption that is often difficult to verify and may even fail in relevant examples. We establish a comparison principle between classical strict supersolutions and viscosity subsolutions of the DPP, which yields stability results under minimal and natural hypotheses. As a consequence, we prove existence of viscosity solutions of the DPP and their convergence to viscosity solutions of a PDE that is consistent with the underlying approximation scheme. Moreover, we show that solutions of the limiting PDE admit an asymptotic expansion encoded by the approximation operator. Finally, we demonstrate that a broad class of local, nonlocal, and nonlinear partial differential equations fits into our framework, recovering known examples in the literature and completing gaps in the existing literature.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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