Noisy tug of war games for the $p$-Laplacian: 1 < p < $\infty$

DOI10.1512/iumj.2021.70.8358zbMath1466.91021arXiv1810.03413OpenAlexW3159566141MaRDI QIDQ4994366

Marta Lewicka

Publication date: 17 June 2021

Published in: Indiana University Mathematics Journal (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1810.03413

zbMATH Keywords

tug of war gamesfinite difference approximation to Dirichlet problem

Mathematics Subject Classification ID

Stochastic games, stochastic differential games (91A15)

Related Items (1)

Non-local Tug-of-War with noise for the geometric fractional \(p\)-Laplacian

Cites Work

• 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
• Tug-of-war with noise: a game-theoretic view of the \(p\)-Laplacian
• Tug-of-war and the infinity Laplacian
• A deterministic‐control‐based approach motion by curvature
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