Displaying similar documents to “Dynamic Programming Principle for tug-of-war games with noise”

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

Juan J. Manfredi, Mikko Parviainen, Julio D. Rossi (2012)

ESAIM: Control, Optimisation and Calculus of Variations

Similarity:

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...

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

Juan J. Manfredi, Mikko Parviainen, Julio D. Rossi (2012)

ESAIM: Control, Optimisation and Calculus of Variations

Similarity:

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...

Equivalences and Congruences on Infinite Conway Games

Furio Honsell, Marina Lenisa, Rekha Redamalla (2012)

RAIRO - Theoretical Informatics and Applications

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Taking the view that infinite plays are , we study and . These admit a sharp presentation, where non-terminating games are seen as a and game contructors, such as , as . We have shown, in a previous paper, that Conway’s theory of terminating games can be rephrased naturally in terms of game . Namely, various conceptually independent notions of can be defined and shown to coincide on Conway’s terminating games. These are...

Equivalences and Congruences on Infinite Conway Games

Furio Honsell, Marina Lenisa, Rekha Redamalla (2012)

RAIRO - Theoretical Informatics and Applications

Similarity:

Taking the view that infinite plays are , we study and . These admit a sharp presentation, where non-terminating games are seen as a and game contructors, such as , as . We have shown, in a previous paper, that Conway’s theory of terminating games can be rephrased naturally in terms of game . Namely, various conceptually independent notions of can be defined and shown to coincide on Conway’s terminating games. These are...

Strong functors and interleaving fixpoints in game semantics

Pierre Clairambault (2013)

RAIRO - Theoretical Informatics and Applications - Informatique Théorique et Applications

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We describe a sequent calculus with primitives for inductive and coinductive datatypes and equip it with reduction rules allowing a sound translation of Gödel’s system T. We introduce the notion of a , relying on a uniform interpretation of open formulas as strong functors. We show that any -closed category is a sound model for . We then turn to the construction of a concrete -closed category based on Hyland-Ong game semantics. The model relies on three main ingredients:...

Nash equilibria for a model of traffic flow with several groups of drivers

Alberto Bressan, Ke Han (2012)

ESAIM: Control, Optimisation and Calculus of Variations

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Traffic flow is modeled by a conservation law describing the density of cars. It is assumed that each driver chooses his own departure time in order to minimize the sum of a departure and an arrival cost. There are groups of drivers, The -th group consists of drivers, sharing the same departure and arrival costs (), (). For any given population sizes ,, , we prove the existence of a Nash equilibrium solution,...

Hydrodynamic limit of a d-dimensional exclusion process with conductances

Fábio Júlio Valentim (2012)

Annales de l'I.H.P. Probabilités et statistiques

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Fix a polynomial of the form () = + ∑2≤≤    =1 with (1) gt; 0. We prove that the evolution, on the diffusive scale, of the empirical density of exclusion processes on 𝕋 d , with conductances given by special class of functions, is described by the unique weak solution of the non-linear parabolic partial differential equation = ∑    ...

Trivial Cases for the Kantorovitch Problem

Serge Dubuc, Issa Kagabo, Patrice Marcotte (2010)

RAIRO - Operations Research

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Let and be two compact spaces endowed with respective measures and satisfying the condition . Let be a continuous function on the product space . The mass transfer problem consists in determining a measure on whose marginals coincide with and , and such that the total cost be minimized. We first show that if the cost function is decomposable, i.e., can be represented as the sum of two continuous functions defined on and , respectively, then every feasible measure is optimal....

Means in complete manifolds: uniqueness and approximation

Marc Arnaudon, Laurent Miclo (2014)

ESAIM: Probability and Statistics

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Let be a complete Riemannian manifold,  ∈ ℕ and  ≥ 1. We prove that almost everywhere on  = ( ,, ) ∈  for Lebesgue measure in , the measure μ ( x ) = N ∑ k = 1 N x k μ ( x ) = 1 N ∑ k = 1 N δ x k has a unique–mean (). As a consequence, if  = ( ,, ) is a -valued random variable with absolutely continuous law, then almost surely (()) has a unique –mean. In particular if ( ...

Pointwise constrained radially increasing minimizers in the quasi-scalar calculus of variations

Luís Balsa Bicho, António Ornelas (2014)

ESAIM: Control, Optimisation and Calculus of Variations

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We prove of vector minimizers () =  (||) to multiple integrals ∫ ((), |()|)  on a  ⊂ ℝ, among the Sobolev functions (·) in + (, ℝ), using a  : ℝ×ℝ → [0,∞] with (·) and . Besides such basic hypotheses, (·,·) is assumed to satisfy also...

Minimising convex combinations of low eigenvalues

Mette Iversen, Dario Mazzoleni (2014)

ESAIM: Control, Optimisation and Calculus of Variations

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We consider the variational problem         inf{ () +  () + (1 −  − ) () | Ω open in ℝ, || ≤ 1}, for  ∈ [0, 1],  +  ≤ 1, where () is the th eigenvalue of the Dirichlet Laplacian acting in () and || is the Lebesgue measure of . We investigate for which values of every minimiser is connected.