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Dynamic Programming Principle for tug-of-war games with noise

Juan J. ManfrediMikko ParviainenJulio D. Rossi — 2012

ESAIM: Control, Optimisation and Calculus of Variations

We consider a two-player zero-sum-game in a bounded open domain Ω described as follows: at a point   Ω, Players I and II play an -step tug-of-war game with probability , and with probability ( +  = 1), a random point in the ball of radius centered at is chosen. Once the game position reaches the boundary, Player II pays Player I the amount given by a fixed payoff function . We give a detailed proof of the fact that the value...

Dynamic Programming Principle for tug-of-war games with noise

Juan J. ManfrediMikko ParviainenJulio D. Rossi — 2012

ESAIM: Control, Optimisation and Calculus of Variations

We consider a two-player zero-sum-game in a bounded open domain Ω described as follows: at a point   Ω, Players I and II play an -step tug-of-war game with probability , and with probability ( +  = 1), a random point in the ball of radius centered at is chosen. Once the game position reaches the boundary, Player II pays Player I the amount given by a fixed payoff function . We give a detailed proof of the fact that the value...

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