Dynamic Programming Principle for tug-of-war games with noise
We consider a two-player zero-sum-game in a bounded open domain Ω described as follows: at a point
We consider a two-player zero-sum-game in a bounded open domain Ω described as follows: at a point
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...
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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