Introduction to random tug-of-war games and PDEs

DOI10.1007/978-3-642-27145-8_3MaRDI QIDQ2904895zbMATH OpenOpenAlexFDO

Authors Juan J. Manfredi

Publication date 24 August 2012

Published in Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-27145-8_3

zbMATH Keywords

random tug-of-war games

Mathematics Subject Classification ID

PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) 2-person games (91A05) Quasilinear elliptic equations with (p)-Laplacian (35J92) Stochastic games, stochastic differential games (91A15)

Recommendations

• Game Theory and Partial Differential Equations
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Cites work

• scientific article; zbMATH DE number 4059932 (Why is no real title available?)
• scientific article; zbMATH DE number 3664138 (Why is no real title available?)
• scientific article; zbMATH DE number 2017780 (Why is no real title available?)
• scientific article; zbMATH DE number 893883 (Why is no real title available?)
• scientific article; zbMATH DE number 3053722 (Why is no real title available?)
• A deterministic-control-based approach to fully nonlinear parabolic and elliptic equations
• Another way to say harmonic
• Biased tug-of-war, the biased infinity Laplacian, and comparison with exponential cones
• Dynamic programming principle for tug-of-war games with noise
• Gap series constructions for the \(p\)-Laplacian
• Note on a remarkable superposition for a nonlinear equation
• On the definition and properties of \(p\)-harmonious functions
• On the equivalence of viscosity solutions and weak solutions for a quasi-linear equation
• The \(\infty\)-eigenvalue problem
• Tug-of-war and the infinity Laplacian
• Tug-of-war with noise: a game-theoretic view of the \(p\)-Laplacian
• Viscosity supersolutions of the evolutionary \(p\)-Laplace equation.
• \(p\)-harmonic measure is not additive on null sets
• p-Harmonic Functions in the Plane

Cited in

(3)

• Noisy tug of war games for the $p$-Laplacian: 1 < p < $\infty$
• Uniform measure density condition and game regularity for tug-of-war games
• Asymptotic Lipschitz regularity for tug-of-war games with varying probabilities

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