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Well-posedness for degenerate elliptic PDE arising in optimal learning strategies

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arxiv 1905.08281 v1 pith:6NU53QYE submitted 2019-05-20 math.AP

classification math.AP
keywords degeneratedifferentialellipticlearningoptimalstrategiesargumentarises
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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.

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