6533b7d2fe1ef96bd125e0c2

RESEARCH PRODUCT

Asymptotic Lipschitz regularity for tug-of-war games with varying probabilities

ÁNgel ArroyoEero RuosteenojaHannes LuiroMikko Parviainen

subject

osittaisdifferentiaaliyhtälötPure mathematicsComputer Science::Computer Science and Game TheoryTug of war010102 general mathematicslocal Lipschitz estimatesLipschitz continuity01 natural sciencesnormalized p(x)-laplaciandynamic programming principle010104 statistics & probabilityMathematics - Analysis of PDEsFOS: Mathematicspeliteoria91A05 91A15 91A50 35B65 35J60 35J92stochastic games0101 mathematicsValue (mathematics)AnalysisAnalysis of PDEs (math.AP)Mathematicsstokastiset prosessit

description

We prove an asymptotic Lipschitz estimate for value functions of tug-of-war games with varying probabilities defined in $\Omega\subset \mathbb R^n$. The method of the proof is based on a game-theoretic idea to estimate the value of a related game defined in $\Omega\times \Omega$ via couplings.

yearjournalcountryeditionlanguage
2018-06-28
http://urn.fi/URN:NBN:fi:jyu-202007205360