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 inequalitystochastic gamesparabolic \(p(x,t)\)-Laplaciantug-of-warHölder continuity

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)

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

Recommendations

• Local regularity results for value functions of tug-of-war with noise and running payoff
• Time-dependent tug-of-war games and normalized parabolic p-Laplace equations
• Asymptotic Lipschitz regularity for tug-of-war games with varying probabilities
• Tug-of-war games with varying probabilities and the normalized \(p(x)\)-Laplacian
• Gradient and Lipschitz estimates for tug-of-war-type games

Cites work

• scientific article; zbMATH DE number 5014137 (Why is no real title available?)
• A geometrical approach to the study of unbounded solutions of quasilinear parabolic equations
• An evolution equation involving the normalized p-Laplacian
• An introduction to fully nonlinear parabolic equations
• Boundary behavior of nonnegative solutions of fully nonlinear parabolic equations
• Decay estimates in supremum norm for the solutions to a nonlinear evolution equation
• Equivalence of viscosity and weak solutions for the \(p(x)\)-Laplacian
• Gradient bounds and monotonicity of the energy for some nonlinear singular diffusion equations
• Harnack's Inequality forp-Harmonic Functions via Stochastic Games
• Local regularity results for value functions of tug-of-war with noise and running payoff
• Motion of level sets by mean curvature. I
• On the Dirichlet boundary value problem for the normalized \(p\)-Laplacian evolution
• On the definition and properties of \(p\)-harmonious functions
• On the equivalence of viscosity solutions and weak solutions for a quasi-linear equation
• On the evolution governed by the infinity Laplacian
• On the existence and uniqueness of \(p\)-harmonious functions.
• Regularity for nonlinear stochastic games
• Tug-of-war and the infinity Laplacian
• Tug-of-war with noise: a game-theoretic view of the \(p\)-Laplacian
• Uniqueness and existence of viscosity solutions of generalized mean curvature flow equations
• User’s guide to viscosity solutions of second order partial differential equations

Cited in

(27)

• Hölder regularity for the gradient of the inhomogeneous parabolic normalized \(p\)-Laplacian
• Lipschitz regularity of graph Laplacians on random data clouds
• Uniform measure density condition and game regularity for tug-of-war games
• 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
• Gradient continuity estimates for the normalized p-Poisson equation
• Overdetermined problems for the normalized \(p\)-Laplacian
• 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
• Local regularity results for value functions of tug-of-war with noise and running payoff
• A systematic approach on the second order regularity of solutions to the general parabolic \(p\)-Laplace equation
• The evolution problem associated with eigenvalues of the Hessian
• H\"older estimate for a tug-of-war game with $1<p<2$ from Krylov-Safonov regularity theory
• Borderline gradient continuity for the normalized \(p\)-parabolic operator
• scientific article; zbMATH DE number 6720127 (Why is no real title available?)
• Games associated with products of eigenvalues of the Hessian
• Asymptotic regularity for a random walk over ellipsoids
• The tusk condition and Petrovskiĭ criterion for the normalized \(p\)-parabolic equation
• Asymptotic Hölder regularity for the ellipsoid process
• Asymptotic Lipschitz regularity for tug-of-war games with varying probabilities
• 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
• Tug-of-war games with varying probabilities and the normalized \(p(x)\)-Laplacian
• Gradient and Lipschitz estimates for tug-of-war-type games
• Local Lipschitz regularity for functions satisfying a time-dependent dynamic programming principle

This page was built for publication: Local regularity for time-dependent tug-of-war games with varying probabilities

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q281671)