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Well-posedness for degenerate elliptic PDE arising in optimal learning strategies
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classification
math.AP
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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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