Percolation games
Abstract
This paper introduces a discrete-time stochastic game class on $\mathbb{Z}^d$, 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 is discussed.
- Publication:
-
arXiv e-prints
- Pub Date:
- October 2021
- DOI:
- 10.48550/arXiv.2110.12227
- arXiv:
- arXiv:2110.12227
- Bibcode:
- 2021arXiv211012227G
- Keywords:
-
- Mathematics - Optimization and Control;
- Mathematics - Analysis of PDEs;
- 91A15;
- 35F21;
- 49L12;
- 60K35;
- 35B27