Biased tug-of-war, the biased infinity Laplacian, and comparison with exponential cones (Q982182)

The authors prove the following result: If \(U\subset\mathbb{R}^n\) is an open domain with closure \(\overline U\) being compact in the path metric (defined as the infimum of lengths of all continuous paths from \(x_1\) to \(x_2\) which are contained in \(\overline U\)), \(F\) is a Lipschitz function on \(\partial U\), and \(\beta\in\mathbb{R}\) is a real number, then there exists a unique extension of \(F\) to \(\overline U\) that is a viscosity solution to \[ \beta|\nabla u|+\Delta_\infty u= 0\quad\text{on }U. \] This solution is the uniform limit of the value functions \(U^\varepsilon(x)\) for the \(\beta\)-biased \(\varepsilon\)-tug-of-war games on \(\overline U\). Furthermore, the authors give a characterization of viscosity solutions of \(\beta|\nabla u|+\Delta_\infty u= 0\) in terms of comparison with \(\beta\)-exponential cones.