Time-dependent tug-of-war games and normalized parabolic p-Laplace equations

DOI10.1016/J.NA.2021.112542zbMATH Open1477.35277arXiv2011.05681OpenAlexW3194223307MaRDI QIDQ2238784FDOQ2238784

Authors: Jeongmin Han 

Publication date: 2 November 2021

Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

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 $Toinfty$. 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 $p$-Laplace equation.

Full work available at URL: https://arxiv.org/abs/2011.05681

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zbMATH Keywords

viscosity solutionsstochastic gamestug-of-wardynamic programming principlenormalized \(p\)-Laplacian

Mathematics Subject Classification ID

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)

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Cited In (11)

• Noisy tug of war games for the $p$-Laplacian: 1 < p < $\infty$
• Local regularity for time-dependent tug-of-war games with varying probabilities
• Tug-of-war games and parabolic problems with spatial and time dependence.
• A finite difference approach to the infinity Laplace equation and tug-of-war games
• A continuous time tug-of-war game for parabolic \(p(x,t)\)-Laplace-type equations
• Title not available (Why is that?)
• Existence and asymptotic behavior of strictly convex solutions for singular \(k\)-Hessian equations with nonlinear gradient terms
• An Asymptotic Mean Value Characterization for a Class of Nonlinear Parabolic Equations Related to Tug-of-War Games
• Short-time behavior for game-theoretic \(p\)-caloric functions
• A control problem related to the parabolic dominative \(p\)-Laplace equation
• Tug-of-war games with varying probabilities and the normalized \(p(x)\)-Laplacian

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