Game-theoretic approach to Hölder regularity for PDEs involving eigenvalues of the Hessian

Pablo Blanc, Jeongmin Han, Mikko Parviainen +1

We prove a local Hölder estimate with an exponent $0<\delta <\frac{1}{2}$ for solutions of the dynamic programming principle $$u^\varepsilon (x) =\sum_{j=1}^n α_j\inf_{\dim(S)=j}\sup_{\subs…