Dynamic Programming Principle for tug-of-war games with noise
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Publication:3118690
DOI10.1051/cocv/2010046zbMath1233.91042OpenAlexW2004439483WikidataQ110124890 ScholiaQ110124890MaRDI QIDQ3118690
Juan J. Manfredi, Julio D. Rossi, Mikko Parviainen
Publication date: 5 March 2012
Published in: ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/221920
Differential games and control (49N70) 2-person games (91A05) Degenerate elliptic equations (35J70) Stochastic games, stochastic differential games (91A15) Quasilinear elliptic equations (35J62)
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Cites Work
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- Borel stochastic games with lim sup payoff
- Tug-of-war with noise: a game-theoretic view of the \(p\)-Laplacian
- On absolutely minimizing Lipschitz extensions and PDE \(\bigtriangleup_{\infty}(u)=0\)
- Tug-of-war and the infinity Laplacian
- An asymptotic mean value characterization for 𝑝-harmonic functions
- Harmonious Extensions
- A convergent difference scheme for the infinity Laplacian: construction of absolutely minimizing Lipschitz extensions
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