University of Connecticut

Events Calendar

Analysis and Probability Seminar
Totalitarian Random Tug-of-War Games
Peiyong Wang (Wayne State University)

Friday, November 15, 2019
1:30pm – 2:30pm

Storrs Campus
MONT 313

Abstract: This talk presents a joint work with M. Anton and F. Charro. It introduces a random tug-of-war game in which one of the two players has the power to decide at each turn whether to play a round of classical random tug-of-war, or let the other player choose the new game position in exchange of a fixed payoff. We prove that this game has a value using a discrete comparison principle, viscosity solutions, as well as probabilistic arguments. This game is related to Jensen’s extremal equations which played a key role in his celebrated uniqueness proof for the infinity Laplacian.


Analysis and Probability Seminar (primary), UConn Master Calendar

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