Time-dependent tug-of-war games and normalized parabolic p-Laplace equations
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Time-dependent tug-of-war games and normalized parabolic \(p\)-Laplace equations
Time-dependent tug-of-war games and normalized parabolic \(p\)-Laplace equations
viscosity solutionsstochastic gamestug-of-wardynamic programming principlenormalized \(p\)-Laplacian
PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Asymptotic behavior of solutions to PDEs (35B40) Smoothness and regularity of solutions to PDEs (35B65) Existence problems for PDEs: global existence, local existence, non-existence (35A01) Uniqueness problems for PDEs: global uniqueness, local uniqueness, non-uniqueness (35A02) Viscosity solutions to PDEs (35D40) Initial-boundary value problems for second-order parabolic equations (35K20) Quasilinear parabolic equations with (p)-Laplacian (35K92) Dynamic programming in optimal control and differential games (49L20) Stochastic games, stochastic differential games (91A15)
Abstract: This paper concerns value functions of time-dependent tug-of-war games. We first prove the existence and uniqueness of value functions and verify that these game values satisfy a dynamic programming principle. Using the arguments in the proof of existence of game values, we can also deduce asymptotic behavior of game values when . Furthermore, we investigate boundary regularity for game values. Thereafter, based on the regularity results for value functions, we deduce that game values converge to viscosity solutions of the normalized parabolic -Laplace equation.
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- scientific article; zbMATH DE number 6720127
- An Asymptotic Mean Value Characterization for a Class of Nonlinear Parabolic Equations Related to Tug-of-War Games
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- Local regularity for time-dependent tug-of-war games with varying probabilities
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Cites work
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Cited in
(11)- scientific article; zbMATH DE number 6720127 (Why is no real title available?)
- Local regularity for time-dependent tug-of-war games with varying probabilities
- A finite difference approach to the infinity Laplace equation and tug-of-war games
- Noisy tug of war games for the $p$-Laplacian: 1 < p < $\infty$
- An Asymptotic Mean Value Characterization for a Class of Nonlinear Parabolic Equations Related to Tug-of-War Games
- Tug-of-war games with varying probabilities and the normalized \(p(x)\)-Laplacian
- Tug-of-war games and parabolic problems with spatial and time dependence.
- Existence and asymptotic behavior of strictly convex solutions for singular \(k\)-Hessian equations with nonlinear gradient terms
- Short-time behavior for game-theoretic \(p\)-caloric functions
- A control problem related to the parabolic dominative \(p\)-Laplace equation
- A continuous time tug-of-war game for parabolic \(p(x,t)\)-Laplace-type equations
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