Asymptotic Lipschitz regularity for tug-of-war games with varying probabilities
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
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Potential AnalysisDate
2020Copyright
© 2019 the Authors
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.
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SpringerISSN Search the Publication Forum
1572-929XKeywords
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https://converis.jyu.fi/converis/portal/detail/Publication/29001171
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Academy of FinlandFunding program(s)
Academy Project, AoF
Additional information about funding
Open access funding provided by University of Jyväskylä (JYU). The authors have been supported by the Academy of Finland project #298641. Á. A. was partially supported by the grant MTM2017-85666-P.License
Except where otherwise noted, this item's license is described as CC BY 4.0