On the existence and uniqueness of p-harmonious functions.

zbMATH Open1324.49029arXiv1211.0430MaRDI QIDQ2018251FDOQ2018251

Authors: Hannes Luiro, Mikko Parviainen, Eero Saksman 

Publication date: 13 April 2015

Published in: Differential and Integral Equations (Search for Journal in Brave)

Abstract: We give a self-contained and short proof for the existence, uniqueness and measurability of so called $p$-harmonious functions. The proofs only use elementary analytic tools. As a consequence, we obtain existence, uniqueness and measurability of value functions for the tug-of-war game with noise.

Full work available at URL: https://arxiv.org/abs/1211.0430

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zbMATH Keywords

\(p\)-Laplaciandynamic programming principlemeasurability\(p\)-harmonious functionsmean-value iterationtug-of-war with noise

Mathematics Subject Classification ID

PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Differential games and control (49N70) 2-person games (91A05) Existence problems for PDEs: global existence, local existence, non-existence (35A01) Uniqueness problems for PDEs: global uniqueness, local uniqueness, non-uniqueness (35A02) Quasilinear elliptic equations with (p)-Laplacian (35J92) Dynamic programming in optimal control and differential games (49L20) Stochastic games, stochastic differential games (91A15) Theoretical approximation in context of PDEs (35A35)

Cited In (26)

• Nonlinear asymptotic mean value characterizations of holomorphic functions
• Gradient walks and \(p\)-harmonic functions
• Hölder regularity for stochastic processes with bounded and measurable increments
• Random walks and random tug of war in the Heisenberg group
• Local regularity for time-dependent tug-of-war games with varying probabilities
• A priori Hölder and Lipschitz regularity for generalized \(p\)-harmonious functions in metric measure spaces
• Time-dependent tug-of-war games and normalized parabolic \(p\)-Laplace equations
• General existence of solutions to dynamic programming equations
• Mean value properties and unique continuation
• Game theoretical methods in PDEs
• Convergence of dynamic programming principles for the \(p\)-Laplacian
• \(p\)-harmonic functions by way of intrinsic mean value properties
• A natural approach to the asymptotic mean value property for the \(p\)-Laplacian
• Regularity for nonlinear stochastic games
• Convergence of the natural \(p\)-means for the \(p\)-Laplacian
• Variational \(p\)-harmonious functions: existence and convergence to \(p\)-harmonic functions
• Tug-of-war with Kolmogorov
• On the definition and properties of \(p\)-harmonious functions
• Discrete approximations to the double-obstacle problem and optimal stopping of tug-of-war games
• The obstacle problem for the \(p\)-Laplacian via optimal stopping of tug-of-war games
• Harmonic functions on metric measure spaces
• Tug-of-war games with varying probabilities and the normalized \(p(x)\)-Laplacian
• Perron's method for \(p\)-harmonious functions
• Gradient and Lipschitz estimates for tug-of-war-type games
• \(p\)-harmonious functions with drift on graphs via games
• Local Lipschitz regularity for functions satisfying a time-dependent dynamic programming principle

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