Percolation Games
| Autor: | Garnier Guillaume, Bruno Ziliotto |
|---|---|
| Přispěvatelé: | Laboratoire Jacques-Louis Lions (LJLL (UMR_7598)), Sorbonne Université (SU)-Centre National de la Recherche Scientifique (CNRS)-Université de Paris (UP), CEntre de REcherches en MAthématiques de la DEcision (CEREMADE), Centre National de la Recherche Scientifique (CNRS)-Université Paris Dauphine-PSL, Université Paris sciences et lettres (PSL)-Université Paris sciences et lettres (PSL), Centre National de la Recherche Scientifique (CNRS), Université Paris sciences et lettres (PSL) |
| Rok vydání: | 2022 |
| Předmět: |
Mathematics - Analysis of PDEs
Optimization and Control (math.OC) General Mathematics FOS: Mathematics [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC] Management Science and Operations Research 91A15 35F21 49L12 60K35 35B27 Mathematics - Optimization and Control Analysis of PDEs (math.AP) Computer Science Applications |
| Zdroj: | HAL |
| ISSN: | 1526-5471 0364-765X |
| DOI: | 10.1287/moor.2022.1334 |
| Popis: | This paper introduces a discrete-time stochastic game class on [Formula: see text], which plays the role of a toy model for the well-known problem of stochastic homogenization of Hamilton–Jacobi equations. Conditions are provided under which the n-stage game value converges as n tends to infinity, and connections with homogenization theory are discussed. Funding: The second author acknowledges the support of the French Agence Nationale de la Recherche (ANR) [Grant ANR-21-CE40-0020] (CONVERGENCE project). |
| Databáze: | OpenAIRE |
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