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Mixed Tug-of-War with Noise: Case p ∈ (1, )

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A Course on Tug-of-War Games with Random Noise

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Abstract

This chapter completes the program put forward in Sects. 6.3–6.5, in the general exponent case \(1<p<\inf \). This is accomplished by means of another version of Tug-of-War game, where the random sampling takes place on ellipsoids with radius and aspect ratio depending on p and the dimension of the problem N. The following topics are covered: the averaging principle and the dynamic programming principle for the ellipsoid-distributed noise, the mixed Tug-of-War and two sufficient conditions for game-regularity: the exterior corkscrew condition and the simply connectedness in dimension N = 2.

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References

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Lewicka, M. (2020). Mixed Tug-of-War with Noise: Case p ∈ (1, ). In: A Course on Tug-of-War Games with Random Noise. Universitext. Springer, Cham. https://doi.org/10.1007/978-3-030-46209-3_6

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