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Percolation Games

Author

Listed:
  • 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)

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.

Suggested Citation

  • Guillaume Garnier & Bruno Ziliotto, 2023. "Percolation Games," Mathematics of Operations Research, INFORMS, vol. 48(4), pages 2156-2166, November.
    • Handle: RePEc:inm:ormoor:v:48:y:2023:i:4:p:2156-2166
    DOI: 10.1287/moor.2022.1334
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