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
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