The expected time to end the tug-of-war in a wedge

DOI10.1007/s00440-011-0400-5zbMath1282.91039arXiv1007.0738OpenAlexW2005603522MaRDI QIDQ1939546

Robert G. Smits, Dante de Blassie

Publication date: 4 March 2013

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1007.0738

zbMATH Keywords

wedge\(p\)-harmonic functionstug-of-warcritical angleexpected time to end the gameinhomogeneous game \(p\)-Laplacian

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic games, stochastic differential games (91A15) Positional games (pursuit and evasion, etc.) (91A24) Quasilinear elliptic equations with (p)-Laplacian (35J92)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Positive solutions to nonlinear \(p\)-Laplace equations with Hardy potential in exterior domains
• Local and global behaviour of solutions of quasilinear equations of Emden-Fowler type
• Tug-of-war with noise: a game-theoretic view of the \(p\)-Laplacian
• Exit times from cones in \({\mathbb{R}}^ n\) of Brownian motion
• Construction of singular solutions to the p-harmonic equation and its limit equation for \(p=\infty\)
• Distribution function inequalities for martingales
• Exit times of Brownian motion, harmonic majorization, and Hardy spaces
• Balancing games
• Brownian motion in cones
• Principal eigenvalues for some quasilinear elliptic equations on \(\mathbb R^N\)
• An existence result for gradient-type systems with a nondifferentiable term on unbounded strips
• The first exit time of planar Brownian motion from the interior of a parabola
• Finitely additive stochastic games with Borel measurable payoffs
• Exact analytic solutions of unsolvable classes of first and second order nonlinear ODEs I: Abel's equations
• Existence and nonexistence results for quasilinear elliptic equations involving the \(p\)-Laplacian with a critical potential
• Tug-of-war and the infinity Laplacian
• Random-Turn Hex and Other Selection Games
• Nonlinear p-Laplacian Problems on Unbounded Domains
• Moments of the Lifetime of Conditioned Brownian Motion in Cones
• Eigenvalues of the Radially Symmetric p ‐Laplacian in R ⁿ
• Nonlinear Eigenvalue Problem for p‐Laplacian in IR^N
• Two-dimensional Brownian motion and harmonic functions
• Nonlinear eigenvalue problems for quasilinear operators on unbounded domains

This page was built for publication: The expected time to end the tug-of-war in a wedge