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

DOI10.1016/J.JDE.2016.04.001zbMATH Open1338.35213arXiv1512.02066OpenAlexW2963064559WikidataQ110235344 ScholiaQ110235344MaRDI QIDQ281671FDOQ281671

Authors: Mikko Parviainen, Eero Ruosteenoja 

Publication date: 11 May 2016

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

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 $(n+p(x,t))u_t=Deltau+(p(x,t)-2)Delt{a}_{infty}^{N}u$.

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

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zbMATH Keywords

[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=H%EF%BF%BD%EF%BF%BDlder+continuity&go=Go H��lder continuity]Harnack inequalitystochastic gamesparabolic \(p(x,t)\)-Laplaciantug-of-war

Mathematics Subject Classification ID

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

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Cited In (23)

• Uniform measure density condition and game regularity for tug-of-war games
• Gradient Hölder regularity for parabolic normalized \(p(x,t)\)-Laplace equation
• Gradient continuity estimates for the normalized p-Poisson equation
• The tusk condition and Petrovskiĭ criterion for the normalized p‐parabolic 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
• Time-dependent tug-of-war games and normalized parabolic \(p\)-Laplace equations
• Gradient regularity for a singular parabolic equation in non-divergence form
• A systematic approach on the second order regularity of solutions to the general parabolic \(p\)-Laplace equation
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• Title not available (Why is that?)
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• Asymptotic Hölder regularity for the ellipsoid process
• Lipschitz Regularity of Graph Laplacians on Random Data Clouds
• Asymptotic Lipschitz regularity for tug-of-war games with varying probabilities
• Overdetermined problems for the normalized 𝑝-Laplacian
• A deterministic game interpretation for fully nonlinear parabolic equations with dynamic boundary conditions
• Parabolic Minkowski convolutions and concavity properties of viscosity solutions to fully nonlinear equations
• A control problem related to the parabolic dominative \(p\)-Laplace equation
• Local Lipschitz regularity for functions satisfying a time-dependent dynamic programming principle

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