Interfaces and Free Boundaries
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Published online: 2020-04-15
Well-posedness for degenerate elliptic PDE arising in optimal learning strategiesTim Laux and J. Miguel Villas-Boas (1) University of California, Berkeley, USA
(2) University of California, Berkeley, USA
We derive a comparison principle for a degenerate elliptic partial differential equation without boundary conditions which arises naturally in optimal learning strategies. Our argument is direct and exploits the degeneracy of the differential operator to construct (logarithmically) diverging barriers.
Keywords: Viscosity solutions, degenerate elliptic PDE, comparison principle
Laux Tim, Villas-Boas J. Miguel: Well-posedness for degenerate elliptic PDE arising in optimal learning strategies. Interfaces Free Bound. 22 (2020), 119-129. doi: 10.4171/IFB/434