A stochastic differential game for the inhomogeneous \(\infty \)-Laplace equation
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Publication:964776
DOI10.1214/09-AOP494zbMath1192.91025arXiv0808.1457WikidataQ115240895 ScholiaQ115240895MaRDI QIDQ964776
Publication date: 21 April 2010
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0808.1457
Dynamic programming in optimal control and differential games (49L20) Differential games (aspects of game theory) (91A23) Degenerate elliptic equations (35J70) Stochastic games, stochastic differential games (91A15)
Related Items (8)
Regularity for nonlinear stochastic games ⋮ The tug-of-war without noise and the infinity Laplacian in a wedge ⋮ On near optimal trajectories for a game associated with the \(\infty\)-Laplacian ⋮ Maximal operators for the \(p\)-Laplacian family ⋮ Harnack's Inequality forp-Harmonic Functions via Stochastic Games ⋮ A continuous time tug-of-war game for parabolic p(x,t)-Laplace-type equations ⋮ Nash equilibria in a class of Markov stopping games with total reward criterion ⋮ A weighted eigenvalue problem of the biased infinity Laplacian *
Cites Work
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- Tug-of-war and the infinity Laplacian
- The infinity Laplacian, Aronsson's equation and their generalizations
- A deterministic‐control‐based approach motion by curvature
- A Mathematical Model in Sand Mechanics: Presentation and Analysis
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