The obstacle problem for the \(p\)-Laplacian via optimal stopping of tug-of-war games

DOI10.1007/s00440-015-0684-yzbMath1358.60058arXiv1411.5421OpenAlexW2176557367MaRDI QIDQ510269

Juan J. Manfredi, Marta Lewicka

Publication date: 17 February 2017

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1411.5421

zbMATH Keywords

optimal stopping\(p\)-Laplacianobstacle problemviscosity solutionstug-of-war games

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic games, stochastic differential games (91A15) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Unilateral problems for nonlinear elliptic equations and variational inequalities with nonlinear elliptic operators (35J87) Quasilinear elliptic equations with (p)-Laplacian (35J92)

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Cites Work

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