相关论文: A game theoretical approach for an elliptic system…
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) +…
Motivated by tug-of-war games and asymptotic analysis of certain variational problems, we consider a gradient constraint problem involving the infinity Laplace operator. We prove that this problem always has a solution that is unique if a…
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 consider a class of elliptic and parabolic problems, featuring a specific nonlocal operator of fractional-laplacian type, where integration is taken on variable domains. Both elliptic and parabolic problems are proved to be uniquely…
We study a class of second order variational inequalities with bilateral constraints. Under certain conditions we show the existence of a unique viscosity solution of these variational inequalities and give a stochastic representation to…
We provide a deterministic-control-based interpretation for a broad class of fully nonlinear parabolic and elliptic PDEs with continuous Neumann boundary conditions in a smooth domain. We construct families of two-person games depending on…
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…
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…
In this work we discuss a random Tug-of-War game in graphs where one of the players has the power to decide at each turn whether to play a round of classical random Tug-of-War, or let the other player choose the new game position in…
We introduce a new class of strongly degenerate nonlinear parabolic PDEs $$((p-2)\Delta_{\infty,X}^N+\Delta_X)u(X,Y,t)+(m+p)(X\cdot\nabla_Yu(X,Y,t)-\partial_tu(X,Y,t))=0,$$ $(X,Y,t)\in\mathbb R^m\times \mathbb R^m\times \mathbb R$, $p\in…
We present and analyze an approximation scheme for the two-dimensional game $p$-Laplacian in the framework of viscosity solutions. The approximation is based on a semi-Lagrangian scheme which exploits the idea of $p$-averages. We study the…
This paper analyses a stochastic differential game of control and stopping in which one of the players modifies a diffusion process using impulse controls, an adversary then chooses a stopping time to end the game. The paper firstly…
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…
We consider the (viscosity) solution $u^\varepsilon$ of the elliptic equation $\varepsilon^2\Delta_p^G u= u$ in a domain (not necessarily bounded), satisfying $u=1$ on its boundary. Here, $\Delta_p^G$ is the {\it game-theoretic or…
We consider a two-player zero-sum game with integral payoff and with incomplete information on one side, where the payoff is chosen among a continuous set of possible payoffs. We prove that the value function of this game is solution of an…
In this paper we prove existence and uniqueness of viscosity solutions of elliptic systems associated to fully nonlinear operators for minimization problems that involve interconnected obstacles. This system appears, among other, in the…
In the present paper we study the existence of solutions for some classes of singular systems involving the p(x) and q(x) Laplacian operators. The approach is based on bifurcation theory and subsupersolution method for systems of…
We prove the existence of infinitely many solutions to an elliptic problem by borrowing the techniques from algebraic topology. The solution(s) thus obtained will also be proved to be bounded.
Our study is dedicated to the probabilistic representation and numerical approximation of solutions to coupled systems of variational inequalities. The dynamics of each component of the solution is driven by a different linear parabolic…
In this paper we investigate zero-sum two-player stochastic differential games whose cost functionals are given by doubly controlled reflected backward stochastic differential equations (RBSDEs) with two barriers. For admissible controls…