Percolation Games

Guillaume Garnier () and Bruno Ziliotto ()
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Guillaume Garnier: Laboratoire Jacques-Louis Lions, Sorbonne Université, INRIA, 75005 Paris, France
Bruno Ziliotto: CEREMADE, CNRS, Université Paris Dauphine, PSL Research Institute, 75006 Paris, France

Mathematics of Operations Research, 2023, vol. 48, issue 4, 2156-2166

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.

Keywords: Primary: 91A15; 35F21; 49L12; 60K35; 35B27; games/group decisions; stochastic; differential; dynamic programming; deterministic; discrete time (search for similar items in EconPapers)
Date: 2023
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Persistent link: https://EconPapers.repec.org/RePEc:inm:ormoor:v:48:y:2023:i:4:p:2156-2166

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