Consistency of tug-of-war type operators on random data clouds

Abstract

In this paper, we study a tug-of-war type operator on geometric graphs and its associated Dirichlet problem on a random data cloud. Specifically, we analyze the convergence of the value functions as the number of data points increases and the step size of the game shrinks. This analysis reveals the connection between our tug-of-war type operator and the corresponding model problem. A key ingredient in establishing this result is the consistency of the operator.