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We prove existence, uniqueness and optimal regularity of solutions to the stationary obstacle problem defined by the fractional Laplacian operator with drift, in the subcritical regime. We localize our problem by considering a suitable…

In this paper we find viscosity solutions to an elliptic system governed by two different operators (the Laplacian and the infinity Laplacian) using a probabilistic approach. We analyze a game that combines the Tug-of-War with Random Walks…

Policy gradients methods apply to complex, poorly understood, control problems by performing stochastic gradient descent over a parameterized class of polices. Unfortunately, even for simple control problems solvable by standard dynamic…

We present a constructive method to devise boundary conditions for solutions of second-order elliptic equations so that these solutions satisfy specific qualitative properties such as: (i) the norm of the gradient of one solution is bounded…

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 $p$-Laplace equation, where $1<p<2$. More precisely, we will…

We show that a class of divergence-form elliptic problems with quadratic growth in the gradient and non-coercive zero order terms are solvable, under essentially optimal hypotheses on the coefficients in the equation. In addition, we prove…

Motivated by the "tug-of-war" game studied in [12], we consider a "non-local" version of the game which goes as follows: at every step two players pick respectively a direction and then, instead of flipping a coin in order to decide which…

In this paper, we introduce and study a first-order mean-field game obstacle problem. We examine the case of local dependence on the measure under assumptions that include both the logarithmic case and power-like nonlinearities. Since the…

This paper investigates the Dirichlet problem for a non-divergence form elliptic operator $L$ in a bounded domain of $\mathbb{R}^d$. Under certain conditions on the coefficients of $L$, we first establish the existence of a unique Green's…

We study a class of zero-sum stochastic games between a stopper and a singular-controller, previously considered in [Bovo and De Angelis (2025)]. The underlying singularly-controlled dynamics takes values in…

We analyze $p$-Laplace operators with degenerate elliptic coefficients. This investigation includes Gru\v{s}in type $p$-Laplace operators. We describe a \emph{separation phenomenon} in elliptic and parabolic $p$-Laplace type equations,…

Linear differential equations and recurrences reveal many properties about their solutions. Therefore, these equations are well-suited for representing solutions and computing with special functions. We identify a large class of existing…

We characterise regular boundary points of the parabolic $p$-Laplacian in terms of a family of barriers, both when $p>2$ and $1<p<2$. Due to the fact that $p\not=2$, it turns out that one can multiply the $p$-Laplace operator by a positive…

We study an elliptic operator $L:=\mathrm{div}(A\nabla \cdot)$ on the upper half space. It is known that solvability of the Regularity problem in $\dot{W}^{1,p}$ implies solvability of the adjoint Dirichlet problem in $L^{p'}$. Previously,…

We study approachability theory in the presence of constraints. Given a repeated game with vector payoffs, we characterize the pairs of sets (A,D) in the payoff space such that Player 1 can guarantee that the long-run average payoff…

This work investigates continuous time stochastic differential games with a large number of players, whose costs and dynamics interact through the empirical distribution of both their states and their controls. The control processes are…

Under mild regularity conditions, gradient-based methods converge globally to a critical point in the single-loss setting. This is known to break down for vanilla gradient descent when moving to multi-loss optimization, but can we hope to…

This paper investigates the relation between the boundary geometric properties and the boundary regularity of the solutions of elliptic equations. We prove by a new unified method the pointwise boundary H\"{o}lder regularity under proper…

We study a Dynamic Programming Principle related to the $p$-Laplacian for $1 < p < \infty$. The main results are existence, uniqueness and continuity of solutions.

In this paper, our main goal is to study the evolution problem associated with the Laplacian operator with Dirichlet boundary conditions on a regular tree. To this end, we place special emphasis on the associated first eigenvalue problem,…