Tug-of-war games associated with boundary value problems involving derivatives

Jeongmin Han

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arXiv · 2412.01151

Tug-of-war games associated with boundary value problems involving derivatives

Jeongmin Han

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Abstract

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 investigate the boundary regularity of the value function to the game and its convergence to a viscosity solution of the model problem.

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Jeongmin Han. 2024-12-02. Tug-of-war games associated with boundary value problems involving derivatives. https://arxiv.org/abs/2412.01151

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