• Title of article

    The tug-of-war without noise and the infinity Laplacian in a wedge

  • Author/Authors

    DeBlassie، نويسنده , , Dante and Smits، نويسنده , , Robert G.، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2013
  • Pages
    37
  • From page
    4219
  • To page
    4255
  • Abstract
    Consider the ending time of the tug-of-war without noise in a wedge. There is a critical angle for finiteness of its expectation when player I maximizes the distance to the boundary and player II minimizes the distance. There is also a critical angle such that for smaller angles, player II can find a strategy where the expected ending time is finite, regardless of player I’s strategy. For larger angles, for each strategy of player II, player I can find a strategy making the expected ending time infinite. Using connections with the inhomogeneous infinity Laplacian, we bound this critical angle.
  • Keywords
    Tug-of-war without noise , Inhomogeneous game ? -Laplacian , viscosity solution , Expected time to end the game , critical angle , wedge
  • Journal title
    Stochastic Processes and their Applications
  • Serial Year
    2013
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1579132