A Game-Tree approach to discrete infinity Laplacian with running costs
Analysis of PDEs
2013-07-19 v2
Abstract
We give a self-contained and elementary proof for boundedness, existence, and uniqueness of solutions to dynamic programming principles (DPP) for biased tug-of-war games with running costs. The domain we work in is very general, and as a special case contains metric spaces. Technically, we introduce game-trees and show that a discretized flow converges uniformly, from which we obtain not only the existence, but also the uniqueness. Our arguments are entirely deterministic, and also do not rely on (semi-)continuity in any way; in particular, we do not need to mollify the DPP at the boundary for well-posedness.
Keywords
Cite
@article{arxiv.1305.7372,
title = {A Game-Tree approach to discrete infinity Laplacian with running costs},
author = {Qing Liu and Armin Schikorra},
journal= {arXiv preprint arXiv:1305.7372},
year = {2013}
}
Comments
5 figures, 24 pages