A dynamic programming principle with continuous solutions related to the p-Laplacian, 1

zbMATH Open1374.35020arXiv1504.08082MaRDI QIDQ265223FDOQ265223

Authors: Hans Hartikainen 

Publication date: 1 April 2016

Published in: Differential and Integral Equations (Search for Journal in Brave)

Abstract: We study a Dynamic Programming Principle related to the $p$-Laplacian for $1<p<infty$. The main results are existence, uniqueness and continuity of solutions.

Full work available at URL: https://arxiv.org/abs/1504.08082

zbMATH Keywords

Borel measurelower semicontinuous solutiontug-of-war gameupper semicontinuous solution

Mathematics Subject Classification ID

2-person games (91A05) Quasilinear elliptic equations with (p)-Laplacian (35J92) Stochastic games, stochastic differential games (91A15) Theoretical approximation in context of PDEs (35A35)

Cited In (9)

• Hölder regularity for stochastic processes with bounded and measurable increments
• Time-dependent tug-of-war games and normalized parabolic \(p\)-Laplace equations
• A mean value formula for the variational \(p\)-Laplacian
• Convergence of dynamic programming principles for the \(p\)-Laplacian
• Regularity for nonlinear stochastic games
• Convergence of the natural \(p\)-means for the \(p\)-Laplacian
• Variational \(p\)-harmonious functions: existence and convergence to \(p\)-harmonic functions
• Discrete approximations to the double-obstacle problem and optimal stopping of tug-of-war games
• Tug-of-war games with varying probabilities and the normalized \(p(x)\)-Laplacian

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