Noisy tug of war games for the p-Laplacian: 1 < p < \infty

DOI10.1512/IUMJ.2021.70.8358zbMATH Open1466.91021arXiv1810.03413OpenAlexW3159566141MaRDI QIDQ4994366FDOQ4994366

Marta Lewicka

Publication date: 17 June 2021

Published in: Indiana University Mathematics Journal (Search for Journal in Brave)

Abstract: We propose a new finite difference approximation to the Dirichlet problem for the homogeneous $mathbfp$-Laplace equation posed on an $N$-dimensional domain, in connection with the Tug of War games with noise. Our game and the related mean-value expansion that we develop, superposes the ``deterministic averages ``$frac12(inf+sup)$ taken over balls, with the ``stochastic averages ``$fint$, taken over $N$-dimensional ellipsoids whose aspect ratio depends on $N,mathbfp$ and whose orientations span all directions while determining $inf/sup$. We show that the unique solutions $u_{e}psilon$ of the related dynamic programming principle are automatically continuous for continuous boundary data, and coincide with the well-defined game values. Our game has thus the min-max property: the order of supremizing the outcomes over strategies of one player and infimizing over strategies of their opponent, is immaterial. We further show that domains satisfying the exterior corkscrew condition are game regular in this context, i.e. the family ${u_{e}psilon}_{epsilono0}$ converges uniformly to the unique viscosity solution of the Dirichlet problem.

Full work available at URL: https://arxiv.org/abs/1810.03413

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zbMATH Keywords

tug of war gamesfinite difference approximation to Dirichlet problem

Mathematics Subject Classification ID

Stochastic games, stochastic differential games (91A15)

Cites Work

• Title not available (Why is that?)
• Tug-of-war and the infinity Laplacian
• Title not available (Why is that?)
• Tug-of-war with noise: a game-theoretic view of the \(p\)-Laplacian
• A deterministic‐control‐based approach motion by curvature
• Variational versus PDE-based approaches in mathematical image processing
• The obstacle problem for the \(p\)-Laplacian via optimal stopping of tug-of-war games
• Tug-of-war games with varying probabilities and the normalized \(p(x)\)-Laplacian

Cited In (4)

• Game-theoretic p-Laplace operator involving the gradient
• Tug-of-war with noise: a game-theoretic view of the \(p\)-Laplacian
• A finite difference approach to the infinity Laplace equation and tug-of-war games
• Non-local Tug-of-War with noise for the geometric fractional \(p\)-Laplacian

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