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

DOI10.1007/S11118-019-09778-8zbMATH Open1444.91020arXiv1806.10838OpenAlexW2963764022WikidataQ109744271 ScholiaQ109744271MaRDI QIDQ778792FDOQ778792

Ángel Arroyo, Eero Ruosteenoja, Hannes Luiro, Mikko Parviainen

Publication date: 20 July 2020

Published in: Potential Analysis (Search for Journal in Brave)

Abstract: We prove an asymptotic Lipschitz estimate for value functions of tug-of-war games with varying probabilities defined in $Omegasubsetmathbb{R}^n$. The method of the proof is based on a game-theoretic idea to estimate the value of a related game defined in $OmegaimesOmega$ via couplings.

Full work available at URL: https://arxiv.org/abs/1806.10838

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zbMATH Keywords

stochastic gamesdynamic programming principlenormalized \(p(x)\)-Laplacianlocal Lipschitz estimates

Mathematics Subject Classification ID

2-person games (91A05) Dynamic programming in optimal control and differential games (49L20) Stochastic games, stochastic differential games (91A15)

Cites Work

• Gradient estimates for diffusion semigroups with singular coefficients
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• Tug-of-war and the infinity Laplacian
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• Tug-of-war with noise: a game-theoretic view of the \(p\)-Laplacian
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• Harnack's Inequality forp-Harmonic Functions via Stochastic Games
• Global Lipschitz regularizing effects for linear and nonlinear parabolic equations
• Tug-of-war games with varying probabilities and the normalized \(p(x)\)-Laplacian
• \(C^{1,\alpha}\) regularity for the normalized \(p\)-Poisson problem
• Equivalence of viscosity and weak solutions for the normalized \(p(x)\)-Laplacian

Cited In (11)

• Noisy tug of war games for the $p$-Laplacian: 1 < p < $\infty$
• Uniform measure density condition and game regularity for tug-of-war games
• Random walks and random tug of war in the Heisenberg group
• Time-dependent tug-of-war games and normalized parabolic \(p\)-Laplace equations
• Title not available (Why is that?)
• Asymptotic regularity for a random walk over ellipsoids
• Lipschitz Regularity of Graph Laplacians on Random Data Clouds
• Asymptotic \(C^{1,\gamma}\)-regularity for value functions to uniformly elliptic dynamic programming principles
• Gradient and Lipschitz Estimates for Tug-of-War Type Games
• An Asymptotic Mean Value Characterization for a Class of Nonlinear Parabolic Equations Related to Tug-of-War Games
• Local Lipschitz regularity for functions satisfying a time-dependent dynamic programming principle

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