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

DOI10.1016/J.ANIHPC.2008.11.001MaRDI QIDQ2272071zbMATH OpenOpenAlexFDO

Authors Yifeng Yu

Publication date 5 August 2009

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

Full work available at URL https://arxiv.org/abs/0906.0627, https://eudml.org/doc/78891

zbMATH Keywords

``tug-of-war gamesAronsson operatorsinfinity Laplacian operator

Mathematics Subject Classification ID

2-person games (91A05) Nonlinear elliptic equations (35J60) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

Abstract: Let $A_H$ be the Aronsson operator associated with a Hamiltonian $H(x,z,p).$ Aronsson operators arise from $L^{i}nfty$ variational problems, two person game theory, control problems, etc. In this paper, we prove, under suitable conditions, that if $uin{W}_{mloc}^{1,infty}(Omega)$ is simultaneously a viscosity solution of both of the equations $A_H(u)=f(x)$ and $A_H(u)=g(x)$ in $Omega$, where $f,ginC(Omega),$ then $f=g.$ The assumption $uin{W}_{loc}^{1,infty}(Omega)$ 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 $Delt{a}_{i}nftyuover|Du{|}^2=-f(x)$ and $Delt{a}_{infty}uover|Du{|}^2=-g(x)$ 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.

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Cited in

(7)

• The tug-of-war without noise and the infinity Laplacian in a wedge
• Large solutions of a class of degenerate equations associated with infinity Laplacian
• Maximal and minimal solutions of an Aronsson equation: \(L^{\infty }\) variational problems versus the game theory
• A finite difference approach to the infinity Laplace equation and tug-of-war games
• Boundary behavior of large viscosity solutions to infinity Laplace equations
• scientific article; zbMATH DE number 7705842 (Why is no real title available?)
• On near optimal trajectories for a game associated with the \(\infty\)-Laplacian

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