Related papers: Gradient and Lipschitz estimates for tug-of-war ty…

We obtain some fine gradient estimates near the boundary for solutions to fractional elliptic problems subject to exterior Dirichlet boundary conditions. Our results provide, in particular, the sign of the normal derivative of such…

Bilevel programming has recently received a great deal of attention due to its abundant applications in many areas. The optimal value function approach provides a useful reformulation of the bilevel problem, but its utility is often limited…

We establish the global gradient bounds for weak solutions to the elliptic variational inequality with two-sided obstructions, associated with a $p(x)$-Laplacian type operator involving degenerate or singular matrix weights. Under the…

Game-theoretic characterizations of process equivalences traditionally form a central topic in concurrency; for example, most equivalences on the classical linear-time / branching-time spectrum come with such characterizations. Recent work…

In tug-of-war, two players compete by moving a counter along edges of a graph, each winning the right to move at a given turn according to the flip of a possibly biased coin. The game ends when the counter reaches the boundary, a fixed…

Motivated by conforming finite element methods for elliptic problems of second order, we analyze the approximation of the gradient of a target function by continuous piecewise polynomial functions over a simplicial mesh. The main result is…

In this Note, assuming that the generator is uniform Lipschitz in the unknown variables, we relate the solution of a one dimensional backward stochastic differential equation with the value process of a stochastic differential game. Under a…

We construct a Lipschitz truncation which approximates functions of bounded variation in the area-strict metric. The Lipschitz truncation changes the original function only on a small set similar to Lusin's theorem. Previous results could…

In these notes, we present a general result concerning the Lipschitz regularity of a certain type of set-valued maps often found in constrained optimization and control problems. The class of multifunctions examined in this paper is…

We prove a Yau's type gradient estimate for positive $f$-harmonic functions with the Dirichlet boundary condition on smooth metric measure spaces with compact boundary when the infinite dimensional Bakry-Emery Ricci tensor and the weighted…

The directional subdifferential of the value function gives an estimate on how much the optimal value changes under a perturbation in a certain direction. In this paper we derive upper estimates for the directional limiting and singular…

We give a tug-of-war interpretation of the regularized $p$-Laplacian $\divgg\big((1+|Dv|^2)^{p/2-1}Dv\big)=0$ in a bounded domain $\Omega\subset\R^n$, $p\ge 2$. The key is the linear lift $w(x,x_{n+1})=v(x)+x_{n+1}$, which identifies this…

We introduce a novel gradient descent algorithm extending the well-known Gradient Sampling methodology to the class of stratifiably smooth objective functions, which are defined as locally Lipschitz functions that are smooth on some regular…

Many complex domains, such as robotics control and real-time strategy (RTS) games, require an agent to learn a continuous control. In the former, an agent learns a policy over $\mathbb{R}^d$ and in the latter, over a discrete set of actions…

We will prove a global estimate for the gradient of the solution to the {\it Poisson differential inequality} $|\Delta u(x)|\le a|\nabla u(x)|^2+b$, $x\in B^{n}$, where $a,b<\infty$ and $u|_{S^{n-1}}\in C^{1,\alpha}(S^{n-1}, \Bbb R^m)$. If…

Lower and upper bounds for a given function are important in many mathematical and engineering contexts, where they often serve as a base for both analysis and application. In this short paper, we derive piecewise linear and quadratic…

This work considers the question: what convergence guarantees does the stochastic subgradient method have in the absence of smoothness and convexity? We prove that the stochastic subgradient method, on any semialgebraic locally Lipschitz…

We investigate the computation of the gradient of the value function in parametric convex optimization problems. We derive general expression for the gradient of the value function in terms of the cost function, constraints and Lagrange…

We consider ordinary differential equations on the unit simplex of $\RR^n$ that naturally occur in population games, models of learning and self reinforced random processes. Generalizing and relying on an idea introduced in \cite{DF11}, we…

In this article, by applying the well known method for dealing with $p$-Laplace type elliptic boundary value problems, the authors establish a sharp estimate for the decreasing rearrangement of the gradient of solutions to the Dirichlet and…