Tug-of-war games associated with boundary value problems involving derivatives
Analysis of PDEs
2025-08-05 v4
Abstract
In this paper, we study a certain type of noisy tug-of-war game which can be regarded as an interpretation of a certain type of boundary value problem for the normalized -Laplace equation, where . More precisely, we will investigate the boundary regularity of the value function to the game and its convergence to a viscosity solution of the model problem.
Keywords
Cite
@article{arxiv.2412.01151,
title = {Tug-of-war games associated with boundary value problems involving derivatives},
author = {Jeongmin Han},
journal= {arXiv preprint arXiv:2412.01151},
year = {2025}
}