Percolation Games

• 成果类型: Article
• 署名作者: Garnier, Guillaume; Ziliotto, Bruno
• 署名单位: Universite Paris Cite; Inria; Sorbonne Universite; Universite PSL; Universite Paris-Dauphine; Centre National de la Recherche Scientifique (CNRS)
• 刊物名称: MATHEMATICS OF OPERATIONS RESEARCH
• ISSN/ISSBN: 0364-765X
• DOI: 10.1287/moor.2022.1334
• 发表日期: 2023
• 页码: 2156-2166
• 关键词: hamilton-jacobi equations; Tug-of-war; Stochastic Homogenization

摘要

This paper introduces a discrete-time stochastic game class on Zd, 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.