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

DOI10.1215/00127094-2008-048MaRDI QIDQ953967zbMATH OpenOpenAlexFDO

Authors Yuval Peres, Scott Sheffield

Publication date 7 November 2008

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

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

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)

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.

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Cited in

(only showing first 100 items - show all)

• The limit as p for the eigenvalue problem of the 1-homogeneous p-Laplacian
• Hölder regularity for the gradient of the inhomogeneous parabolic normalized \(p\)-Laplacian
• A nonlinear mean value property for the Monge-Ampère operator
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• Mean value property for \(p\)-harmonic functions
• Noisy tug of war games for the $p$-Laplacian: 1 < p < $\infty$
• Introduction: Big data and partial differential equations
• The boundary Harnack inequality for variable exponent p-Laplacian, Carleson estimates, barrier functions and p()-harmonic measures
• Hölder gradient regularity for the inhomogeneous normalized \(p(x)\)-Laplace equation
• Gradient walks and \(p\)-harmonic functions
• Mean value properties for p-harmonic functions for higher dimensions
• Game-theoretic p-Laplace operator involving the gradient
• Hölder regularity for stochastic processes with bounded and measurable increments
• An obstacle problem arising in large exponent limit of power mean curvature flow equation
• Non-local gradient dependent operators
• Equivalence between radial solutions of different parabolic gradient-diffusion equations and applications
• Waiting time effect for motion by positive second derivatives and applications
• Superposition operators between Sobolev spaces and a non-existence result of higher-order regular solutions for the \(p\)-Laplacian
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• The Robin mean value equation. II: Asymptotic Hölder regularity
• The limit as \({p\to\infty}\) in the eigenvalue problem for a system of \(p\)-Laplacians
• On mild solutions of the p-Laplacian fractional Langevin equations with anti-periodic type boundary conditions
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• An obstacle problem for tug-of-war games
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• p(x)-harmonic functions with unbounded exponent in a subdomain
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• An asymptotic mean value characterization for \(p\)-harmonic functions
• Harnack's Inequality forp-Harmonic Functions via Stochastic Games
• A game theoretical approximation for solutions to nonlinear systems with obstacle-type equations
• General existence of solutions to dynamic programming equations
• Mean value properties and unique continuation
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• A PDE Approach to the Prediction of a Binary Sequence with Advice from Two History‐Dependent Experts
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• Game theoretical methods in PDEs
• The behaviour of the \(p(x)\)-Laplacian eigenvalue problem as \(p(x)\rightarrow \infty \)
• Convergence of dynamic programming principles for the \(p\)-Laplacian
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• On the horizontal mean curvature flow for axisymmetric surfaces in the Heisenberg group
• Variational approach to the asymptotic mean-value property for the \(p\)-Laplacian on Carnot groups
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• NONLINEAR MEAN-VALUE FORMULAS ON FRACTAL SETS
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• Dynamic programming principle for tug-of-war games with noise
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• An Anisotropic infinity Laplacian obtained as the limit of the anisotropic \((p, q)\)-Laplacian
• Non-local Tug-of-War with noise for the geometric fractional \(p\)-Laplacian
• Games for the two membranes problem
• Asymptotic Hölder regularity for the ellipsoid process

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