Tug-of-war with Kolmogorov

DOI10.1016/j.jde.2022.10.010zbMath1501.35251arXiv2202.01012OpenAlexW4307294525MaRDI QIDQ2097026

Kaj Nyström, Matias Vestberg, Carmina Fjellström

Publication date: 11 November 2022

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2202.01012

zbMATH Keywords

Dirichlet boundary conditions\(p\)-Laplacianstochastic gamesviscosity solutionsKolmogorov equationmean value propertyinfinity Laplaciandynamic programming principletug-of-war games

Mathematics Subject Classification ID

2-person games (91A05) Applications of game theory (91A80) Degenerate parabolic equations (35K65) Oscillation, zeros of solutions, mean value theorems, etc. in context of PDEs (35B05) Ultraparabolic equations, pseudoparabolic equations, etc. (35K70) Subelliptic equations (35H20) PDEs on Heisenberg groups, Lie groups, Carnot groups, etc. (35R03) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Quasilinear parabolic equations with (p)-Laplacian (35K92) Initial-boundary value problems for second-order parabolic systems (35K51)

Cites Work

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• Solutions of nonlinear PDEs in the sense of averages
• Borel stochastic games with lim sup payoff
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• 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
• User’s guide to viscosity solutions of second order partial differential equations