Discrete approximations to the double-obstacle problem and optimal stopping of tug-of-war games

DOI10.1090/tran/6962zbMath1380.35113arXiv1511.01604OpenAlexW2964113455MaRDI QIDQ5348741

Juan J. Manfredi, Luca Codenotti, Marta Lewicka

Publication date: 21 August 2017

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1511.01604

zbMATH Keywords

numerical computation\(p\)-Laplaciantug-of-war gamedouble-obstacle problemuniqueness of a viscosity solution

Mathematics Subject Classification ID

Viscosity solutions to PDEs (35D40) Quasilinear elliptic equations with (p)-Laplacian (35J92)

Related Items (9)

Convergence of dynamic programming principles for the \(p\)-Laplacian ⋮ Finite difference schemes for the parabolic \(p\)-Laplace equation ⋮ The obstacle problem for the \(p\)-Laplacian via optimal stopping of tug-of-war games ⋮ An obstacle problem arising in large exponent limit of power mean curvature flow equation ⋮ Variational \(p\)-harmonious functions: existence and convergence to \(p\)-harmonic functions ⋮ The evolution problem associated with eigenvalues of the Hessian ⋮ A finite difference method for the variational \(p\)-Laplacian ⋮ Weighted distribution approach to gradient estimates for quasilinear elliptic double-obstacle problems in Orlicz spaces ⋮ On \(L^p\)-viscosity solutions of bilateral obstacle problems with unbounded ingredients

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• On the definition and properties of $p$-harmonious functions
• Tug-of-war and the infinity Laplacian
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• On the definition and properties of p-superharmonic functions.

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