Search results for "Tug-of-war game"
showing 5 items of 5 documents
On the best Lipschitz extension problem for a discrete distance and the discrete ∞-Laplacian
2012
Abstract This paper concerns the best Lipschitz extension problem for a discrete distance that counts the number of steps. We relate this absolutely minimizing Lipschitz extension with a discrete ∞-Laplacian problem, which arises as the dynamic programming formula for the value function of some e -tug-of-war games. As in the classical case, we obtain the absolutely minimizing Lipschitz extension of a datum f by taking the limit as p → ∞ in a nonlocal p -Laplacian problem.
Nonlocal discrete ∞-Poisson and Hamilton Jacobi equations
2015
In this paper we propose an adaptation of the ∞-Poisson equation on weighted graphs, and propose a finer expression of the ∞-Laplace operator with gradient terms on weighted graphs, by making the link with the biased version of the tug-of-war game. By using this formulation, we propose a hybrid ∞-Poisson Hamilton-Jacobi equation, and we show the link between this version of the ∞-Poisson equation and the adaptation of the eikonal equation on weighted graphs. Our motivation is to use this extension to compute distances on any discrete data that can be represented as a weighted graph. Through experiments and illustrations, we show that this formulation can be used in the resolution of many ap…
Uniform measure density condition and game regularity for tug-of-war games
2018
We show that a uniform measure density condition implies game regularity for all 2 < p < ∞ in a stochastic game called “tug-of-war with noise”. The proof utilizes suitable choices of strategies combined with estimates for the associated stopping times and density estimates for the sum of independent and identically distributed random vectors. peerReviewed
On the local and global regularity of tug-of-war games
2018
This thesis studies local and global regularity properties of a stochastic two-player zero-sum game called tug-of-war. In particular, we study value functions of the game locally as well as globally, that is, close to the boundaries of the game domains. Furthermore, we formulate a continuous time stochastic differential game and discuss, among other things, the equicontinuity of the families of value functions. The main motivation is to understand the properties of the games on their own right. As applications, we obtain an existence and a regularity result for a nonlinear elliptic p-Laplace type partial differential equation and a characterization of the solution to a parabolic p-Laplace typ…
Hölder regularity for stochastic processes with bounded and measurable increments
2022
We obtain an asymptotic Hölder estimate for expectations of a quite general class of discrete stochastic processes. Such expectations can also be described as solutions to a dynamic programming principle or as solutions to discretized PDEs. The result, which is also generalized to functions satisfying Pucci-type inequalities for discrete extremal operators, is a counterpart to the Krylov-Safonov regularity result in PDEs. However, the discrete step size $\varepsilon$ has some crucial effects compared to the PDE setting. The proof combines analytic and probabilistic arguments.