Time-dependent tug-of-war games and normalized parabolic \(p\)-Laplace equations
DOI10.1016/j.na.2021.112542zbMath1477.35277arXiv2011.05681OpenAlexW3194223307MaRDI QIDQ2238784
Publication date: 2 November 2021
Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2011.05681
stochastic gamesviscosity solutionstug-of-wardynamic programming principlenormalized \(p\)-Laplacian
Dynamic programming in optimal control and differential games (49L20) Smoothness and regularity of solutions to PDEs (35B65) Asymptotic behavior of solutions to PDEs (35B40) Initial-boundary value problems for second-order parabolic equations (35K20) Stochastic games, stochastic differential games (91A15) Existence problems for PDEs: global existence, local existence, non-existence (35A01) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Viscosity solutions to PDEs (35D40) Quasilinear parabolic equations with (p)-Laplacian (35K92) Uniqueness problems for PDEs: global uniqueness, local uniqueness, non-uniqueness (35A02)
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A dynamic programming principle with continuous solutions related to the \(p\)-Laplacian, \(1<p<\infty \).
- Local regularity for time-dependent tug-of-war games with varying probabilities
- The obstacle problem for the \(p\)-Laplacian via optimal stopping of tug-of-war games
- Tug-of-war games with varying probabilities and the normalized \(p(x)\)-Laplacian
- Solutions of nonlinear PDEs in the sense of averages
- Asymptotic Lipschitz regularity for tug-of-war games with varying probabilities
- Local regularity results for value functions of tug-of-war with noise and running payoff
- Tug-of-war with noise: a game-theoretic view of the \(p\)-Laplacian
- Asymptotic behaviour for the porous medium equation posed in the whole space.
- Regularity for nonlinear stochastic games
- On the existence and uniqueness of \(p\)-harmonious functions.
- Tug-of-war games and parabolic problems with spatial and time dependence.
- Local Lipschitz regularity for functions satisfying a time-dependent dynamic programming principle
- An obstacle problem for tug-of-war games
- Brownian motion. An introduction to stochastic processes. With contributions by Björn Böttcher
- On the characterization of \(p\)-harmonic functions on the Heisenberg group by mean value properties
- A Porous Medium Equation Involving the Infinity-Laplacian. Viscosity Solutions and Asymptotic Behavior
- On the definition and properties of $p$-harmonious functions
- An Asymptotic Mean Value Characterization for a Class of Nonlinear Parabolic Equations Related to Tug-of-War Games
- Tug-of-war and the infinity Laplacian
- Nonlocal Tug-of-War and the Infinity Fractional Laplacian
- The evolution problem associated with eigenvalues of the Hessian
- An asymptotic mean value characterization for 𝑝-harmonic functions
- Tug-of-War and Infinity Laplace Equation with Vanishing Neumann Boundary Condition
- Equivalence between radial solutions of different parabolic gradient-diffusion equations and applications
- Harnack's Inequality forp-Harmonic Functions via Stochastic Games
- Gradient and Lipschitz Estimates for Tug-of-War Type Games
This page was built for publication: Time-dependent tug-of-war games and normalized parabolic \(p\)-Laplace equations
