The tug-of-war without noise and the infinity Laplacian in a wedge

DOI10.1016/J.SPA.2013.06.011MaRDI QIDQ2447739zbMATH OpenOpenAlexFDO

Authors R. G. Smits, Dante de Blassie

Publication date 28 April 2014

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spa.2013.06.011

zbMATH Keywords

critical angleexpected ending time of a gameinhomogeneous game \(\infty\)-Laplaciantug-of-war without noiseviscosity solutionwedge

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Smoothness and regularity of solutions to PDEs (35B65) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with discrete parameter (60G42) Stochastic games, stochastic differential games (91A15) Positional games (pursuit and evasion, etc.) (91A24)

Recommendations

• Tug-of-War and Infinity Laplace Equation with Vanishing Neumann Boundary Condition
• Nonlocal tug-of-war and the infinity fractional Laplacian
• Tug-of-war and the infinity Laplacian
• An obstacle problem for tug-of-war games
• A finite difference approach to the infinity Laplace equation and tug-of-war games

Cites work

• A deterministic‐control‐based approach motion by curvature
• A finite difference approach to the infinity Laplace equation and tug-of-war games
• A mixed problem for the infinity Laplacian via tug-of-war games
• A note on non-negative singular infinity-harmonic functions in the half-space
• A PDE Perspective of the Normalized Infinity Laplacian
• A stochastic differential game for the inhomogeneous \(\infty \)-Laplace equation
• An infinity Laplace equation with gradient term and mixed boundary conditions
• Biased tug-of-war, the biased infinity Laplacian, and comparison with exponential cones
• scientific article; zbMATH DE number 3249395 (Why is no real title available?)
• scientific article; zbMATH DE number 3109695 (Why is no real title available?)
• Infinity Laplace equation with non-trivial right-hand side
• Inhomogeneous infinity Laplace equation
• Maximal and minimal solutions of an Aronsson equation: \(L^{\infty }\) variational problems versus the game theory
• On the behaviour of \(\infty\)-harmonic functions on some special unbounded domains
• Optimal Lipschitz extensions and the infinity Laplacian
• The infinity Laplacian, Aronsson's equation and their generalizations
• Tug-of-War and Infinity Laplace Equation with Vanishing Neumann Boundary Condition
• Tug-of-war and the infinity Laplacian
• Tug-of-war with noise: a game-theoretic view of the \(p\)-Laplacian
• Uniqueness of values of Aronsson operators and running costs in ``tug-of-war games
• Uniqueness of ∞-Harmonic Functions and the Eikonal Equation
• Viscosity Solutions of Hamilton-Jacobi Equations

Cited in

(2)

• Tug-of-War and Infinity Laplace Equation with Vanishing Neumann Boundary Condition
• Noisy tug of war games for the $p$-Laplacian: 1 < p < $\infty$

This page was built for publication: The tug-of-war without noise and the infinity Laplacian in a wedge

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2447739)