Tug-of-war with Kolmogorov
Publication:2097026
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
Dirichlet boundary conditions\(p\)-Laplacianstochastic gamesviscosity solutionsKolmogorov equationmean value propertyinfinity Laplaciandynamic programming principletug-of-war games
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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