A continuous time tug-of-war game for parabolic p(x,t)-Laplace-type equations
DOI10.1142/S0219199718500475zbMath1422.91087arXiv1802.00656MaRDI QIDQ5225781
Publication date: 23 July 2019
Published in: Communications in Contemporary Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1802.00656
viscosity solutionstochastic differential gameparabolic partial differential equationnormalized \(p(x,t)\)-Laplacian
Differential games (aspects of game theory) (91A23) Degenerate parabolic equations (35K65) Stochastic games, stochastic differential games (91A15) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)
Related Items (2)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Solutions of nonlinear PDEs in the sense of averages
- The maximum principle for semicontinuous functions
- The maximum principle for viscosity solutions of fully nonlinear second order partial differential equations
- Tug-of-war with noise: a game-theoretic view of the \(p\)-Laplacian
- A stochastic differential game for the inhomogeneous \(\infty \)-Laplace equation
- Another approach to the existence of value functions of stochastic differential games
- On the Equivalence of Viscosity Solutions and Weak Solutions for a Quasi-Linear Equation
- On the definition and properties of $p$-harmonious functions
- An Introduction To Viscosity Solutions for Fully Nonlinear PDE with Applications to Calculus of Variations in L∞
- 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
- Stochastic Differential Games and Viscosity Solutions of Hamilton–Jacobi–Bellman–Isaacs Equations
- On uniqueness and existence of viscosity solutions of fully nonlinear second-order elliptic PDE's
- On the regularity theory of fully nonlinear parabolic equations: I
- User’s guide to viscosity solutions of second order partial differential equations
- Uniqueness and existence of viscosity solutions of generalized mean curvature flow equations
This page was built for publication: A continuous time tug-of-war game for parabolic p(x,t)-Laplace-type equations