Abstract
This chapter introduces the Tug-of-War with random noise and establishes its relation to the p-Laplace equation in case p ≥ 2. The following topics are covered: the p-Laplacian and the p-harmonic functions, the mean value expansions and averaging principles, construction of Tug-of-War, dynamic programming principle, relation to Brownian motion when p = 2.
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Lewicka, M. (2020). Tug-of-War with Noise: Case p ∈ [2, ∞). In: A Course on Tug-of-War Games with Random Noise. Universitext. Springer, Cham. https://doi.org/10.1007/978-3-030-46209-3_3
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DOI: https://doi.org/10.1007/978-3-030-46209-3_3
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