Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1155596 | Stochastic Processes and their Applications | 2013 | 37 Pages |
Abstract
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Dante DeBlassie, Robert G. Smits,