کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1155596 | 958749 | 2013 | 37 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
The tug-of-war without noise and the infinity Laplacian in a wedge
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
چکیده انگلیسی
Consider the ending time of the tug-of-war without noise in a wedge. There is a critical angle for finiteness of its expectation when player I maximizes the distance to the boundary and player II minimizes the distance. There is also a critical angle such that for smaller angles, player II can find a strategy where the expected ending time is finite, regardless of player I's strategy. For larger angles, for each strategy of player II, player I can find a strategy making the expected ending time infinite. Using connections with the inhomogeneous infinity Laplacian, we bound this critical angle.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 123, Issue 12, December 2013, Pages 4219-4255
Journal: Stochastic Processes and their Applications - Volume 123, Issue 12, December 2013, Pages 4219-4255
نویسندگان
Dante DeBlassie, Robert G. Smits,