Tug-of-war with noise: a game-theoretic view of the p-Laplacian

DOI10.1215/00127094-2008-048zbMATH Open1206.35112arXivmath/0607761OpenAlexW1987642543MaRDI QIDQ953967FDOQ953967

Authors: Yuval Peres, Scott Sheffield 

Publication date: 7 November 2008

Published in: Duke Mathematical Journal (Search for Journal in Brave)

Abstract: Fix a bounded domain Omega in R^d, a continuous function F on the boundary of Omega, and constants epsilon>0, p>1, and q>1 with p^{-1} + q^{-1} = 1. For each x in Omega, let u^epsilon(x) be the value for player I of the following two-player, zero-sum game. The initial game position is x. At each stage, a fair coin is tossed and the player who wins the toss chooses a vector v of length at most epsilon to add to the game position, after which a random ``noise vector with mean zero and variance (q/p)|v|^2 in each orthogonal direction is also added. The game ends when the game position reaches some y on the boundary of Omega, and player I's payoff is F(y). We show that (for sufficiently regular Omega) as epsilon tends to zero the functions u^epsilon converge uniformly to the unique p-harmonic extension of F. Using a modified game (in which epsilon gets smaller as the game position approaches the boundary), we prove similar statements for general bounded domains Omega and resolutive functions F. These games and their variants interpolate between the tug of war games studied by Peres, Schramm, Sheffield, and Wilson (p=infinity) and the motion-by-curvature games introduced by Spencer and studied by Kohn and Serfaty (p=1). They generalize the relationship between Brownian motion and the ordinary Laplacian and yield new results about p-capacity and p-harmonic measure.

Full work available at URL: https://arxiv.org/abs/math/0607761

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Mathematics Subject Classification ID

Graphs and linear algebra (matrices, eigenvalues, etc.) (05C50) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Nonlinear elliptic equations (35J60) Combinatorial games (91A46) Probabilistic games; gambling (91A60)

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Cited In (only showing first 100 items - show all)

• The limit as \(p\rightarrow \infty \) for the eigenvalue problem of the 1-homogeneous \(p\)-Laplacian
• Mean value property for \(p\)-harmonic functions
• The boundary Harnack inequality for variable exponent \(p\)-Laplacian, Carleson estimates, barrier functions and \(p(\cdot)\)-harmonic measures
• Non-local gradient dependent operators
• Waiting time effect for motion by positive second derivatives and applications
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• The limit as \({p\to\infty}\) in the eigenvalue problem for a system of \(p\)-Laplacians
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• The limit as \(p(x)\rightarrow \infty \) of solutions to the inhomogeneous Dirichlet problem of the \(p(x)\)-Laplacian
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• Asymptotic mean value properties for the \(p\)-Laplacian
• \(p(x)\)-harmonic functions with unbounded exponent in a subdomain
• A game theoretical approximation for solutions to nonlinear systems with obstacle-type equations
• Phragmén-Lindelöf theorems and \(p\)-harmonic measures for sets near low-dimensional hyperplanes
• General existence of solutions to dynamic programming equations
• Mean value properties and unique continuation
• Analysis on an HDG method for the \(p\)-Laplacian equations
• On the horizontal mean curvature flow for axisymmetric surfaces in the Heisenberg group
• The behaviour of the \(p(x)\)-Laplacian eigenvalue problem as \(p(x)\rightarrow \infty \)
• The behavior of solutions to an elliptic equation involving a \(p\)-Laplacian and a \(q\)-Laplacian for large \(p\)
• Non-convex Hamilton-Jacobi equations with gradient constraints
• A mixed problem for the infinity Laplacian via tug-of-war games
• \(C^{1,\alpha}\) regularity for the normalized \(p\)-Poisson problem
• Hölder gradient estimates for a class of singular or degenerate parabolic equations
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• Statistical exponential formulas for homogeneous diffusion
• A New Proof for the Equivalence of Weak and Viscosity Solutions for thep-Laplace Equation
• Finite difference methods for the infinity Laplace and \(p\)-Laplace equations
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• An Anisotropic infinity Laplacian obtained as the limit of the anisotropic \((p, q)\)-Laplacian
• The sublinear problem for the 1-homogeneous 𝑝-Laplacian
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• Estimates for nonlinear harmonic measures on trees
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• On the definition and properties of \(p\)-harmonious functions
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• Tug-of-war games with varying probabilities and the normalized \(p(x)\)-Laplacian
• Gradient and Lipschitz estimates for tug-of-war-type games
• Solutions of nonlinear PDEs in the sense of averages
• Hölder regularity for the gradient of the inhomogeneous parabolic normalized \(p\)-Laplacian
• A nonlinear mean value property for the Monge-Ampère operator
• Consistency of Lipschitz learning with infinite unlabeled data and finite labeled data
• Introduction: Big data and partial differential equations
• Mean value properties for p-harmonic functions for higher dimensions
• Gradient walks and \(p\)-harmonic functions
• Hölder gradient regularity for the inhomogeneous normalized \(p(x)\)-Laplace equation
• An obstacle problem arising in large exponent limit of power mean curvature flow equation
• Hölder regularity for stochastic processes with bounded and measurable increments
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• Game theoretical methods in PDEs
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• The evolution problem associated with eigenvalues of the Hessian
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• Asymptotic Hölder regularity for the ellipsoid process
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• The behavior at infinity of \(p\)-harmonic measure in an infinite slab

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