A game interpretation for the weighted $p$-Laplace equation
A game interpretation for the weighted $p$-Laplace equation
In this paper, we obtain a stochastic approximation that converges to the viscosity solution of the weighted $p$-Laplace equation. We consider a stochastic two-player zero-sum game controlled by a random walk, two player's choices, and the gradient of the weight function. The proof is based on the boundary conditions in …