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Percolation Games.
- 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]
- Subjects :
- HAMILTON-Jacobi equations
PERCOLATION
GAMES
DYNAMIC programming
Subjects
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