Tug-of-war games with varying probabilities and the normalized \(p(x)\)-Laplacian

DOI10.3934/cpaa.2017044zbMath1359.35062arXiv1608.03701OpenAlexW2514792612WikidataQ110855536 ScholiaQ110855536MaRDI QIDQ519542

Joonas Heino, Mikko Parviainen, Angel Arroyo

Publication date: 5 April 2017

Published in: Communications on Pure and Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1608.03701

zbMATH Keywords

stochastic gamesviscosity solutionstug-of-wardynamic programming principlelocal Hölder continuitycoupling of stochastic processesnormalized \(p(x)\)-Laplacian

Mathematics Subject Classification ID

Smoothness and regularity of solutions to PDEs (35B65) Differential games (aspects of game theory) (91A23) Dynamic programming (90C39) Nonlinear elliptic equations (35J60) Stochastic games, stochastic differential games (91A15) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Quasilinear elliptic equations with (p)-Laplacian (35J92)

Related Items

Convergence of dynamic programming principles for the \(p\)-Laplacian, Hölder gradient regularity for the inhomogeneous normalized \(p(x)\)-Laplace equation, Lipschitz Regularity of Graph Laplacians on Random Data Clouds, Equivalence of viscosity and weak solutions for the normalized \(p(x)\)-Laplacian, Random walks and random tug of war in the Heisenberg group, \(p\)-harmonic functions by way of intrinsic mean value properties, Global regularity for a class of fully nonlinear PDEs with unbalanced variable degeneracy, Game-theoretic approach to Hölder regularity for PDEs involving eigenvalues of the Hessian, Asymptotic regularity for a random walk over ellipsoids, Hölder regularity for stochastic processes with bounded and measurable increments, Time-dependent tug-of-war games and normalized parabolic \(p\)-Laplace equations, A mean value formula for the variational \(p\)-Laplacian, Regularity for solutions of fully nonlinear elliptic equations with nonhomogeneous degeneracy, Variational \(p\)-harmonious functions: existence and convergence to \(p\)-harmonic functions, Local Lipschitz regularity for functions satisfying a time-dependent dynamic programming principle, Noisy tug of war games for the $p$-Laplacian: 1 < p < $\infty$, Asymptotic Lipschitz regularity for tug-of-war games with varying probabilities, Convergence of the naturalp-means for thep-Laplacian, Asymptotic Hölder regularity for the ellipsoid process, Gradient and Lipschitz Estimates for Tug-of-War Type Games

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