相关论文: Tug-of-war and the infinity Laplacian
We prove existence of solutions to the following problem \begin{equation*} \begin{cases} -\Delta_1 u +g(u)|Du|=h(u)f & \text{in $\Omega$,} \\ u=0 & \text{on $\partial\Omega$,} \end{cases} \end{equation*} where $\Omega \subset \mathbb{R}^N$,…
This work is devoted to Lipschitz conditions on bounded harmonic functions on the upper half-space in $\mathbb {R}^n$. Among other results we prove the following one. Let $U(x',x_n)$ be a real-valued bounded harmonic function on the upper…
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…
This paper concerns value functions of time-dependent tug-of-war games. We first prove the existence and uniqueness of value functions and verify that these game values satisfy a dynamic programming principle. Using the arguments in the…
In this paper we find viscosity solutions to a coupled system composed by two equations, the first one is parabolic and driven by the infinity Laplacian while the second one is elliptic and involves the usual Laplacian. We prove that there…
We study the variational structure of the biased infinity Laplacian by introducing a notion of the $\beta$\textit{-Exponential Absolute Minimizing Extension} ($\beta$--AM) on arbitrary length space, which absolutely minimizing the…
In this work we discuss a random Tug-of-War game in graphs where one of the players has the power to decide at each turn whether to play a round of classical random Tug-of-War, or let the other player choose the new game position in…
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…
Given a bounded Lipschitz domain $\omega\subset\mathbb{R}^{d-1}$ and a lower semicontinuous function $W:\mathbb{R}^N\to\mathbb{R}_+\cup\{+\infty\}$ that vanishes on a finite set and that is bounded from below by a positive constant at…
Let $u$ be a bounded positive solution to the problem $-\Delta_p u = f(u)$ in $\mathbb{R}^N_+$ with zero Dirichlet boundary condition, where $p>1$ and $f$ is a locally Lipschitz continuous function. Among other things, we show that if…
In this paper, we study a certain type of noisy tug-of-war game which can be regarded as an interpretation of a certain type of boundary value problem for the normalized $p$-Laplace equation, where $1<p<2$. More precisely, we will…
We prove local Lipschitz continuity and Harnack's inequality for value functions of the stochastic game tug-of-war with noise and running payoff. As a consequence, we obtain game-theoretic proofs for the same regularity properties for…
Let $p>1$. The Harnack inequality and H\"older continuity for $p$-harmonic functions in bounded domains in $\mathbb{R}^d$ are usually proved via Moser iteration. In 2013 Luiro, Parviainen and Saksman showed that tug-of-war games can also be…
Consider a bounded open set $U$ in $R^n$ and a Lipschitz function g from the boundary of $U$ to $R^m$. Does this function always have a canonical optimal Lipschitz extension to all of $U$? We propose a notion of optimal Lipschitz extension…
We propose a new version of the tug-of-war game and a corresponding dynamic programming principle related to the $p$-Laplacian with $1<p<2$. For this version, the asymptotic H\"older continuity of solutions can be directly derived from…
Let $\Omega \subset \mathbb R^d$ be a $C^1$ domain or, more generally, a Lipschitz domain with small Lipschitz constant and $A(x)$ be a $d \times d$ uniformly elliptic, symmetric matrix with Lipschitz coefficients. Assume $u$ is harmonic in…
We prove that every Lipschitz function from a subset of a locally compact length space to a metric tree has a unique absolutely minimal Lipschitz extension (AMLE). We relate these extensions to a stochastic game called {\bf Politics} - a…
Let $f:[0,+\infty) \to \mathbb{R}$ be a (locally) Lipschitz function and $\Omega \subset \mathbb{R}^2$ a $C^{1,\alpha}$ domain whose boundary is unbounded and connected. If there exists a positive bounded solution to the overdetermined…
This paper is concerned with the Dirichlet problem for an equation involving the 1--Laplacian operator $\Delta_1 u$ and having a singular term of the type $\frac{f(x)}{u^\gamma}$. Here $f\in L^N(\Omega)$ is nonnegative, $0<\gamma\le1$ and…
We give a self-contained and elementary proof for boundedness, existence, and uniqueness of solutions to dynamic programming principles (DPP) for biased tug-of-war games with running costs. The domain we work in is very general, and as a…