An obstacle problem for tug-of-war games
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Publication:2347700
DOI10.3934/cpaa.2015.14.217zbMath1317.35078arXiv1307.3838OpenAlexW2964089444MaRDI QIDQ2347700
Juan J. Manfredi, Stephanie J. Somersille, Julio D. Rossi
Publication date: 5 June 2015
Published in: Communications on Pure and Applied Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1307.3838
2-person games (91A05) Boundary value problems for second-order elliptic equations (35J25) Nonlinear elliptic equations (35J60) Stochastic games, stochastic differential games (91A15) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)
Related Items (10)
Kaplan's penalty operator in approximation of a diffusion-absorption problem with a one-sided constraint ⋮ Discrete approximations to the double-obstacle problem and optimal stopping of tug-of-war games ⋮ A game theoretical approximation for solutions to nonlinear systems with obstacle-type equations ⋮ Time-dependent tug-of-war games and normalized parabolic \(p\)-Laplace equations ⋮ The obstacle problem for the infinity fractional Laplacian ⋮ The limit as $p\rightarrow \infty $ in free boundary problems with fractional $p$-Laplacians ⋮ The obstacle problem for the \(p\)-Laplacian via optimal stopping of tug-of-war games ⋮ Game theoretical methods in PDEs ⋮ A limiting obstacle type problem for the inhomogeneous \(p\)-fractional Laplacian ⋮ General existence of solutions to dynamic programming equations
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