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Percolation Games.

Authors :
Garnier, Guillaume
Ziliotto, Bruno
Source :
Mathematics of Operations Research; Nov2023, Vol. 48 Issue 4, p2156-2166, 11p
Publication Year :
2023

Abstract

This paper introduces a discrete-time stochastic game class on Z d , 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. Funding: The second author acknowledges the support of the French Agence Nationale de la Recherche (ANR) [Grant ANR-21-CE40-0020] (CONVERGENCE project). [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
0364765X
Volume :
48
Issue :
4
Database :
Complementary Index
Journal :
Mathematics of Operations Research
Publication Type :
Academic Journal
Accession number :
173670244
Full Text :
https://doi.org/10.1287/moor.2022.1334