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arXiv · 1808.04402

Differentiability of the argmin function and a minimum principle for semiconcave subsolutions

Julius Ross·David Witt Nyström
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Abstract

Suppose $f(x,y) + \frac{\kappa}{2} \|x\|^2 - \frac{\sigma}{2}\|y\|^2$ is convex where $\sigma>0$, and the argmin function $\gamma(x) = \{ \gamma : \inf_y f(x,y) = f(x,\gamma)\}$ exists and is single valued. We will prove $\gamma$ is differentiable almost everywhere. As an application we deduce a minimum principle for certain semiconcave subsolutions.

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Julius Ross, David Witt Nyström. 2018-08-13. Differentiability of the argmin function and a minimum principle for semiconcave subsolutions. https://arxiv.org/abs/1808.04402

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