Tug-of-war with Kolmogorov
DOI10.1016/j.jde.2022.10.010zbMath1501.35251arXiv2202.01012MaRDI 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; \(p\)-Laplacian; stochastic games; viscosity solutions; Kolmogorov equation; mean value property; infinity Laplacian; dynamic programming principle; tug-of-war games
91A05: 2-person games
91A80: Applications of game theory
35K65: Degenerate parabolic equations
35B05: Oscillation, zeros of solutions, mean value theorems, etc. in context of PDEs
35K70: Ultraparabolic equations, pseudoparabolic equations, etc.
35H20: Subelliptic equations
35R03: PDEs on Heisenberg groups, Lie groups, Carnot groups, etc.
35Q91: PDEs in connection with game theory, economics, social and behavioral sciences
35K92: Quasilinear parabolic equations with (p)-Laplacian
35K51: Initial-boundary value problems for second-order parabolic systems
Cites Work
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- The Dirichlet problem for a class of ultraparabolic equations
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- On the evolution governed by the infinity Laplacian
- Hypoelliptic second order differential equations
- On the definition and properties of $p$-harmonious functions
- 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
