The expected time to end the tug-of-war in a wedge

DOI10.1007/s00440-011-0400-5zbMath1282.91039arXiv1007.0738MaRDI QIDQ1939546

Publication date: 4 March 2013

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1007.0738

zbMATH Keywords

wedge; \(p\)-harmonic functions; tug-of-war; critical angle; expected time to end the game; inhomogeneous game \(p\)-Laplacian

Mathematics Subject Classification ID

60G40: Stopping times; optimal stopping problems; gambling theory

91A15: Stochastic games, stochastic differential games

91A24: Positional games (pursuit and evasion, etc.)

35J92: Quasilinear elliptic equations with (p)-Laplacian

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