Time-dependent tug-of-war games and normalized parabolic $p$-Laplace
equations
Time-dependent tug-of-war games and normalized parabolic $p$-Laplace
equations
This paper concerns value functions of time-dependent tug-of-war games. We first prove the existence and uniqueness of value functions and verify that these game values satisfy a dynamic programming principle. Using the arguments in the proof of existence of game values, we can also deduce asymptotic behavior of game values …