2014
DOI: 10.1007/s40574-014-0011-z
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Game theoretical methods in PDEs

Abstract: Nonlinear PDEs, mean value properties, and stochastic differential games are intrinsically connected. We will describe how the solutions to certain PDEs (of p-Laplacian type) can be interpreted as limits of values of a specific Tug-of-War game, when the stepsize determining the allowed length of move of a token, decreases to 0. This approach originated in

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Cited by 17 publications
(13 citation statements)
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“…Theorem 1 proves that graph-based semi-supervised learning with the game theoretic p-Laplacian is well-posed in the limit of finite labeled data and infinite unlabeled data when p > d. We prove in Section 5 that weak distributional solutions of ( 22) are equivalent to viscosity solutions, so we can also interpret u as the unique weak solution of (22). By regularity theory for weak solutions of the weighted p-Laplace equation [33,34], we have u ∈ C 1,α loc (T d \O) and if f is smooth then u ∈ C ∞ (B(x, r)) near any point where ∇u(x) = 0.…”
Section: Resultsmentioning
confidence: 92%
“…Theorem 1 proves that graph-based semi-supervised learning with the game theoretic p-Laplacian is well-posed in the limit of finite labeled data and infinite unlabeled data when p > d. We prove in Section 5 that weak distributional solutions of ( 22) are equivalent to viscosity solutions, so we can also interpret u as the unique weak solution of (22). By regularity theory for weak solutions of the weighted p-Laplace equation [33,34], we have u ∈ C 1,α loc (T d \O) and if f is smooth then u ∈ C ∞ (B(x, r)) near any point where ∇u(x) = 0.…”
Section: Resultsmentioning
confidence: 92%
“…See [11] for a discussion on this topic. Such approximations were first presented in [29] (see also [20,30,31] for a probabilistic game theoretical approach). The basic idea of these approximations is to combine the classical mean value property (MVP) for the Laplacian with a MVP for the normalized infinity Laplacian motivated by Tug-of-War games [35].…”
Section: Related Resultsmentioning
confidence: 99%
“…Juutinen [37] investigated the asymptotic behavior for (1.2). For more results on the stochastic tug-of-war game and the p-Laplacian operators, see for instance [40,42,46,54].…”
Section: Introductionmentioning
confidence: 99%