Abstract
Tug-of-War is a two-player zero-sum stochastic game. At an initial time, a token is placed on an bounded domain. At each turn a fair coin is tossed to decide which player is allow to move the token an epsilon-step. The game ends when the token hits the boundary, where a given function determines how much Player II must pay to Player I. In this talk we will discuss some versions of this game and how they are related to PDEs as the p-laplacian.
References:
1. Peres, Yuval, Oded Schramm, Scott Sheffield, and David Wilson. "Tug-of-war and the infinity Laplacian." Journal of the American Mathematical Society 22, no. 1 (2009): 167-210.
2. Manfredi, Juan J., Mikko Parviainen, and Julio D. Rossi. "On the definition and properties of p-harmonious functions." Annali della Scuola Normale Superiore di Pisa-Classe di Scienze-Serie V 11.2 (2012): 215.
In the first part of the talk, the speaker will introduce the topic for non-experts in the field and he will present "a road map from the game to the PDEs".
