Related papers: Tug-of-war and the infinity Laplacian

We prove that if U\subset\R^n is an open domain whose closure \overline{U} is compact in the path metric, and F is a Lipschitz function on \partial{U}, then for each \beta\in\R there exists a unique viscosity solution to the \beta-biased…

In this paper we show how to use a Tug-of-War game to obtain existence of a viscosity solution to the infinity laplacian with non-homogeneous mixed boundary conditions. For a Lipschitz and positive function $g$ there exists a viscosity…

In this paper we prove that a function $ u\in\mathcal{C}(\bar{\Omega})$ is the continuous value of the Tug-of-War game described in \cite{PSSW} if and only if it is the unique viscosity solution to the infinity laplacian with mixed boundary…

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…

We consider the obstacle problem for the infinity Laplace equation. Given a Lipschitz boundary function and a Lipschitz obstacle we prove the existence and uniqueness of a super infinity-harmonic function constrained to lie above the…

We study the Dirichlet problem of the following discrete infinity Laplace equation on a subgraph with finite width $$\Delta_{\infty} u(x) = \inf_{y \sim x}u(y)+\sup_{y \sim x}u(y)-2u(x) = f(x).$$ We say that a subgraph has finite width if…

We propose a new finite difference approximation to the Dirichlet problem for the homogeneous $\mathbf{p}$-Laplace equation posed on an $N$-dimensional domain, in connection with the Tug of War games with noise. Our game and the related…

We present a modified version of the two-player "tug-of-war" game introduced by Peres, Schramm, Sheffield, and Wilson. This new tug-of-war game is identical to the original except near the boundary of the domain $\partial \Omega$, but its…

We study a version of the stochastic "tug-of-war" game, played on graphs and smooth domains, with the empty set of terminal states. We prove that, when the running payoff function is shifted by an appropriate constant, the values of the…

We study the double-obstacle problem for the p-Laplace operator, p 2 [2;1). We prove that for Lipschitz boundary data and Lipschitz obstacles, viscosity solutions are unique and coincide with variational solutions. They are also uniform…

In this paper we use probabilistic arguments (Tug-of-War games) to obtain existence of viscosity solutions to a parabolic problem of the form $$ {cases} K_{(x,t)}(D u)u_t (x,t)= \frac12 <D^2 u J_{(x,t)}(D u),J_{(x,t)}(D u) (x,t) &{in}…

This paper proves comparison principles for elliptic PDE involving the Finsler infinity Laplacian, a second-order differential operator with discontinuities in the gradient variable arising in $L^{\infty}$-variational problems and…

We prove an asymptotic Lipschitz estimate for value functions of tug-of-war games with varying probabilities defined in $\Omega\subset \mathbb R^n$. The method of the proof is based on a game-theoretic idea to estimate the value of a…

In this manuscript we deal with regularity issues and the asymptotic behaviour (as $p \to \infty$) of solutions for elliptic free boundary problems of $p-$Laplacian type ($2 \leq p< \infty$): \begin{equation*} -\Delta_p u(x) +…

We define a random step size tug-of-war game, and show that the gradient of a value function exists almost everywhere. We also prove that the gradients of value functions are uniformly bounded and converge weakly to the gradient of the…

We study a tug-of-war game with varying probabilities. In particular, we show that the value of the game is locally asymptotically H\"{o}lder continuous. We also show the existence and uniqueness of values of the game. As an application, we…

In tug-of-war, two players compete by moving a counter along edges of a graph, each winning the right to move at a given turn according to the flip of a possibly biased coin. The game ends when the counter reaches the boundary, a fixed…

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…

We give a proof of Lipschitz continuity of p-harmonious functions, that are tug-of-war game analogies of ordinary p-harmonic functions. This result is used to obtain a new proof of Harnack's inequality for p-harmonic functions in the case…

In this paper, we are concerned with game-theoretic interpretations to the following oblique derivative boundary value problem \begin{align*} \left\{ \begin{array}{ll} \Delta_{p}^{N}u=0 & \textrm{in $ \Omega$,}\\ \langle \beta , Du \rangle…