Uniqueness of values of Aronsson operators and running costs in ``tug-of-war games

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Publication:2272071

DOI10.1016/J.ANIHPC.2008.11.001zbMATH Open1176.35074arXiv0906.0627OpenAlexW2035042413MaRDI QIDQ2272071FDOQ2272071


Authors: Yifeng Yu Edit this on Wikidata


Publication date: 5 August 2009

Published in: Annales de l'Institut Henri Poincaré. Analyse Non Linéaire (Search for Journal in Brave)

Abstract: Let AH be the Aronsson operator associated with a Hamiltonian H(x,z,p). Aronsson operators arise from Linfty variational problems, two person game theory, control problems, etc. In this paper, we prove, under suitable conditions, that if uinWmloc1,infty(Omega) is simultaneously a viscosity solution of both of the equations AH(u)=f(x) and AH(u)=g(x) in Omega, where f,ginC(Omega), then f=g. The assumption uinWloc1,infty(Omega) can be relaxed to uinC(Omega) in many interesting situations. Also, we prove that if f,g,uinC(Omega) and u is simultaneously a viscosity solution of the equations Deltainftyuover|Du|2=f(x) and Deltainftyuover|Du|2=g(x) in Omega then f=g. This answers a question posed in Peres, Schramm, Scheffield and Wilson [PSSW] concerning whether or not the value function uniquely determines the running cost in the "tug-of-war" game.


Full work available at URL: https://arxiv.org/abs/0906.0627




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