Abstract
We will prove a partial regularity result for the zero level set of weak solutions to where B = B(μ) = I + (A - I)χ{μ<0}, where I is the identity matrix and the eigenvalues of A are strictly positive and bounded. We will apply this to describe the regularity of solutions to the Bellman equations.
Original language | English |
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Pages (from-to) | 2297-2316 |
Number of pages | 20 |
Journal | Transactions of the American Mathematical Society |
Volume | 365 |
Issue number | 5 |
DOIs | |
Publication status | Published - 2013 |
Externally published | Yes |
ASJC Scopus subject areas
- General Mathematics
- Applied Mathematics