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Tug-of-war games with varying probabilities and the normalized \(p(x)\)-Laplacian - MaRDI portal

Tug-of-war games with varying probabilities and the normalized \(p(x)\)-Laplacian (Q519542)

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Tug-of-war games with varying probabilities and the normalized \(p(x)\)-Laplacian
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    Tug-of-war games with varying probabilities and the normalized \(p(x)\)-Laplacian (English)
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    5 April 2017
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    coupling of stochastic processes
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    dynamic programming principle
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    local Hölder continuity
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    normalized \(p(x)\)-Laplacian
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    stochastic games
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    tug-of-war
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    viscosity solutions
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