On near optimal trajectories for a game associated with the \infty-Laplacian

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dc.creatorAtar, Rami
dc.creatorBudhiraja, Amarjit
dc.date2008-12-02
dc.date.accessioned2026-07-07T12:08:38Z
dc.date.available2026-07-07T12:08:38Z
dc.descriptionA two-player stochastic differential game representation has recently been obtained for solutions of the equation -Δ_\infty u=h in a \calC^2 domain with Dirichlet boundary condition, where h is continuous and takes values in \RR\setminus\{0\}. Under appropriate assumptions, including smoothness of u, the vanishing δlimit law of the state process, when both players play δ-optimally, is identified as a diffusion process with coefficients given explicitly in terms of derivatives of the function u.
dc.description14 pages
dc.identifierhttps://arxiv.org/abs/0812.0496
dc.identifierhttp://arxiv.org/abs/0812.0496
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/209384
dc.subjectProbability
dc.subject91A15, 91A23, 35J70
dc.titleOn near optimal trajectories for a game associated with the \infty-Laplacian
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