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On the local and global regularity of tug-of-war games

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Report / University of Jyväskylä, Department of Mathematics and Statistics
Authors
Heino, Joonas
Date
2018
Discipline
Matematiikka

 
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 type equation.
Publisher
University of Jyväskylä
ISBN
978-951-39-7395-7
ISSN Search the Publication Forum
1457-8905
Keywords
partial differential equations regularity stochastic games tug-of-war games stokastiset prosessit peliteoria osittaisdifferentiaaliyhtälöt
URI

http://urn.fi/URN:ISBN:978-951-39-7395-7

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  • Väitöskirjat [3298]

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