On the connection between tug-of-war games and nonlocal PDEs on graphs

Abstract

In this paper, we are interested in the connection between some stochastic games, namely the tug-of-war games, and non-local PDEs on graphs. We consider a general formulation of tug-of-war games related to many continuous PDEs. Using the framework of partial difference equations, we transcribe this formulation on graph, and show that it encompasses several PDEs on graphs such as the ∞-Laplacian, the game p-Laplacian with and without gradient terms, and the eikonal equation. We then interpret these discrete games as non-local tug-of-war games. The proposed framework is illustrated with general interpolation problems on graphs.