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

DOI10.1007/s11118-019-09778-8zbMath1444.91020arXiv1806.10838OpenAlexW2963764022WikidataQ109744271 ScholiaQ109744271MaRDI QIDQ778792

Eero Ruosteenoja, Hannes Luiro, Mikko Parviainen, Angel Arroyo

Publication date: 20 July 2020

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

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

zbMATH Keywords

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

Mathematics Subject Classification ID

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

Related Items (7)

Lipschitz Regularity of Graph Laplacians on Random Data Clouds ⋮ Random walks and random tug of war in the Heisenberg group ⋮ Asymptotic \(C^{1,\gamma}\)-regularity for value functions to uniformly elliptic dynamic programming principles ⋮ Asymptotic regularity for a random walk over ellipsoids ⋮ Time-dependent tug-of-war games and normalized parabolic \(p\)-Laplace equations ⋮ Local Lipschitz regularity for functions satisfying a time-dependent dynamic programming principle ⋮ Gradient and Lipschitz Estimates for Tug-of-War Type Games

Cites Work

• Tug-of-war games with varying probabilities and the normalized \(p(x)\)-Laplacian
• Viscosity solutions of fully nonlinear second-order elliptic partial differential equations
• Tug-of-war with noise: a game-theoretic view of the \(p\)-Laplacian
• Coupling of multidimensional diffusions by reflection
• Equivalence of viscosity and weak solutions for the normalized \(p(x)\)-Laplacian
• Regularity for nonlinear stochastic games
• Hölder and Lipschitz continuity of the solutions to parabolic equations of the non-divergence type
• Global Lipschitz regularizing effects for linear and nonlinear parabolic equations
• \(C^{1,\alpha}\) regularity for the normalized \(p\)-Poisson problem
• Gradient estimates for diffusion semigroups with singular coefficients
• On the definition and properties of $p$-harmonious functions
• Tug-of-war and the infinity Laplacian
• Harnack's Inequality forp-Harmonic Functions via Stochastic Games

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