Percolation Games-Reference-Cited by-同舟云学术

Percolation Games

Published:2022-12-16 Issue: Volume: Page:
ISSN:0364-765X
Container-title:Mathematics of Operations Research
language:en
Short-container-title:Mathematics of OR

Author:

Garnier Guillaume¹,Ziliotto Bruno²^ORCID

Affiliation:

1. Laboratoire Jacques-Louis Lions, Sorbonne Université, INRIA, Paris, France;

2. CEREMADE, CNRS, Université Paris Dauphine, PSL Research Institute, Paris, France

Abstract

This paper introduces a discrete-time stochastic game class on [Formula: see text], 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).

Publisher

Institute for Operations Research and the Management Sciences (INFORMS)

Subject

Management Science and Operations Research,Computer Science Applications,General Mathematics

Link

http://pubsonline.informs.org/doi/pdf/10.1287/moor.2022.1334

Reference43 articles.

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