An Asymptotic Mean Value Characterization for a Class of Nonlinear Parabolic Equations Related to Tug-of-War Games

An Asymptotic Mean Value Characterization for a Class of Nonlinear Parabolic Equations Related to Tug-of-War Games

The authors characterize solutions to the homogeneous parabolic p-Laplace equation ... in terms of an asymptotic mean value property. The results are connected with the analysis of tug-of-war games with noise in which the number of rounds is bounded. The value functions for these games approximate a...

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Veröffentlicht in:SIAM journal on mathematical analysis 2010-01, Vol.42 (5), p.2058-2081
Hauptverfasser: Manfredi, Juan J, Parviainen, Mikko, Rossi, Julio D
Format: Artikel
Sprache:eng
Schlagworte:
Approximation
Asymptotic methods
Asymptotic properties
Games
Mathematical analysis
Military exercises
Noise
Nonlinear equations
Nonlinearity
Partial differential equations
Studies
Symbols
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Zusammenfassung:The authors characterize solutions to the homogeneous parabolic p-Laplace equation ... in terms of an asymptotic mean value property. The results are connected with the analysis of tug-of-war games with noise in which the number of rounds is bounded. The value functions for these games approximate a solution to the PDE above when the parameter that controls the size of the possible steps goes to zero.(ProQuest: ... denotes formulae/symbols omitted.)
ISSN:0036-1410
1095-7154
DOI:10.1137/100782073