Dynamic Programming Principle for tug-of-war games with noise
By Juan J. Manfredi, Mikko Parviainen, Julio D. Rossi. 2012
75 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Management Science and Operations Research
View Paper: https://www.semanticscholar.org/paper/506fbc2b5e526c91ab36ecc2245c1233b67c5746
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In Economics and Econometrics
Citations in the corpus
- Harnack's Inequality for p-Harmonic Functions via Stochastic Games (2012, background): “ns was established by Peres, Schramm, Sheffield and Wilson in [PSSW09], see also [LA98], [Obe05], and [LeG07]. Thishas inspiredfurtherstudiesto manydifferent directions, see for example [PPS10], [AB10], [MPRc] as well as led to simplified proofs in the theory of PDEs, see for example [AS10]. 2. Prelimin”
- On the definition and properties of p-harmonious functions (2012, background): “A detailed proof adapted to our case can also be found in [12].”