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

Ángel Arroyo; Hannes Luiro; Mikko Parviainen; Eero Ruosteenoja

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

Analysis of PDEs 2018-06-29 v1

Authors: Ángel Arroyo , Hannes Luiro , Mikko Parviainen , Eero Ruosteenoja

Abstract

We prove an asymptotic Lipschitz estimate for value functions of tug-of-war games with varying probabilities defined in $\Omega\subset \mathbb R^n$ . The method of the proof is based on a game-theoretic idea to estimate the value of a related game defined in $\Omega\times \Omega$ via couplings.

Keywords

tug-of-war games varying probabilities value functions asymptotic lipschitz regularity couplings

Cite

@article{arxiv.1806.10838,
  title  = {Asymptotic Lipschitz regularity for tug-of-war games with varying probabilities},
  author = {Ángel Arroyo and Hannes Luiro and Mikko Parviainen and Eero Ruosteenoja},
  journal= {arXiv preprint arXiv:1806.10838},
  year   = {2018}
}

Comments

26 pages

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