Convergence of dynamic programming principles for the \(p\)-Laplacian. (English) Zbl 1486.35235
Summary: We provide a unified strategy to show that solutions of dynamic programming principles associated to the \(p\)-Laplacian converge to the solution of the corresponding Dirichlet problem. Our approach includes all previously known cases for continuous and discrete dynamic programming principles, provides new results, and gives a convergence proof free of probability arguments.
MSC:
| 35J92 | Quasilinear elliptic equations with \(p\)-Laplacian |
| 35J25 | Boundary value problems for second-order elliptic equations |
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