A1 Journal article (refereed)
Asymptotic Lipschitz regularity for tug-of-war games with varying probabilities (2020)
Arroyo Garcia, A., Luiro, H., Parviainen, M., & Ruosteenoja, E. (2020). Asymptotic Lipschitz regularity for tug-of-war games with varying probabilities. Potential Analysis, 53(2), 565-589. https://doi.org/10.1007/s11118-019-09778-8
JYU authors or editors
Publication details
All authors or editors: Arroyo Garcia, Angel; Luiro, Hannes; Parviainen, Mikko; Ruosteenoja, Eero
Journal or series: Potential Analysis
ISSN: 1572-929X
eISSN: 1572-929X
Publication year: 2020
Volume: 53
Issue number: 2
Pages range: 565–589
Publisher: Springer
Publication country: Germany
Publication language: English
DOI: https://doi.org/10.1007/s11118-019-09778-8
Publication open access: Openly available
Publication channel open access: Partially open access channel
Publication is parallel published (JYX): https://jyx.jyu.fi/handle/123456789/71263
Web address of parallel published publication (pre-print): https://arxiv.org/abs/1806.10838
Abstract
We prove an asymptotic Lipschitz estimate for value functions of tug-of-war games with varying probabilities defined in Ω ⊂ ℝn. The method of the proof is based on a game-theoretic idea to estimate the value of a related game defined in Ω ×Ω via couplings.
Keywords: partial differential equations; game theory; stochastic processes
Free keywords: dynamic programming principle; local Lipschitz estimates; stochastic games; normalized p(x)-laplacian
Contributing organizations
Related projects
- Stochastic Analysis and Nonlinear Partial Differential Equations, Interactions and Applications
- Geiss, Stefan
- Research Council of Finland
Ministry reporting: Yes
Reporting Year: 2020
JUFO rating: 2