Local regularity for time-dependent tug-of-war games with varying probabilities

DOI10.1016/J.JDE.2016.04.001MaRDI QIDQ281671zbMATH OpenOpenAlexWikidataFDO

Authors Mikko Parviainen, Eero Ruosteenoja

Publication date 11 May 2016

Published in Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1512.02066

zbMATH Keywords

Harnack inequalityHölder continuityparabolic \(p(x,t)\)-Laplacianstochastic gamestug-of-war

Mathematics Subject Classification ID

Quasilinear elliptic equations with (p)-Laplacian (35J92) Initial-boundary value problems for second-order parabolic equations (35K20) Degenerate parabolic equations (35K65) Differential games and control (49N70) Stochastic games, stochastic differential games (91A15)

Abstract: We study local regularity properties of value functions of time-dependent tug-of-war games. For games with constant probabilities we get local Lipschitz continuity. For more general games with probabilities depending on space and time we obtain H"older and Harnack estimates. The games have a connection to the normalized $p(x,t)$-parabolic equation $(n+p(x,t))u_t=Deltau+(p(x,t)-2)Delt{a}_{infty}^{N}u$.

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Cited in

(29)

• Gradient Hölder regularity for parabolic normalized \(p(x,t)\)-Laplace equation
• A game-theoretic approach to dynamic boundary problems for level-set curvature flow equations and applications
• Random walks and random tug of war in the Heisenberg group
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• Local Lipschitz regularity for functions satisfying a time-dependent dynamic programming principle
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