An Asymptotic Mean Value Characterization for a Class of Nonlinear Parabolic Equations Related to Tug-of-War Games
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Publication:3006348
DOI10.1137/100782073zbMath1231.35107OpenAlexW1980005355WikidataQ110085994 ScholiaQ110085994MaRDI QIDQ3006348
Mikko Parviainen, Juan J. Manfredi, Julio D. Rossi
Publication date: 10 June 2011
Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/100782073
Dirichlet boundary conditions\(p\)-Laplacianstochastic gamesparabolicviscosity solutionsdynamic programming principleparabolic mean value propertytug-of-war games with limited number of rounds
2-person games (91A05) Applications of game theory (91A80) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Viscosity solutions to PDEs (35D40) Quasilinear parabolic equations with (p)-Laplacian (35K92) Initial-boundary value problems for second-order parabolic systems (35K51)
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