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Luiro, Hannes; Parviainen, Mikko
Annales de l'Institut Henri Poincaré. Analyse non linéaire, September 2018, 2018-09-00, Letnik: 35, Številka: 6Journal Article
We establish regularity for functions satisfying a dynamic programming equation, which may arise for example from stochastic games or discretization schemes. Our results can also be utilized in obtaining regularity and existence results for the corresponding partial differential equations.
