On the existence and uniqueness of p-harmonious functions.

MaRDI QIDQ2018251zbMATH OpenFDO

Authors Hannes Luiro, Mikko Parviainen, Eero Saksman

Publication date 13 April 2015

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

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

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)

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.

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Cited in

(26)

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

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