Date | Jun 26, 2023 |
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Speaker | 한정민 |

Dept. | University of Jyväskylä, Finland |

Room | 27-325 |

Time | 16:00-18:00 |

In this talk, we are concerned with stochastic games related to PDEs.

We mainly discuss a sort of stochastic game called 'tug-of-war', which is a discretized scheme for the normalized p-Laplace operator $Delta_{p}^{N}$ defined by $Delta_{p}^{N}=Delta + (p-2)Delta_{infty}^{N}$. This approach is motivated by mean value characterizations for $p$-harmonic functions.

We present some mathematical results for the value functions of such games and investigate the relation between tug-of-war games and their model equations.

Furthermore, we will introduce problems related to this topic.

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