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
Julkaistu sarjassa
Potential AnalysisPäivämäärä
2020Tekijänoikeudet
© 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.
Julkaisija
SpringerISSN Hae Julkaisufoorumista
1572-929XAsiasanat
Julkaisu tutkimustietojärjestelmässä
https://converis.jyu.fi/converis/portal/detail/Publication/29001171
Metadata
Näytä kaikki kuvailutiedotKokoelmat
Rahoittaja(t)
Suomen AkatemiaRahoitusohjelmat(t)
Akatemiahanke, SALisätietoja rahoituksesta
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.Lisenssi
Samankaltainen aineisto
Näytetään aineistoja, joilla on samankaltainen nimeke tai asiasanat.
-
Regularity properties of tug-of-war games and normalized equations
Ruosteenoja, Eero (University of Jyväskylä, 2017) -
Asymptotic C1,γ-regularity for value functions to uniformly elliptic dynamic programming principles
Blanc, Pablo; Parviainen, Mikko; Rossi, Julio D. (Springer, 2022)In this paper we prove an asymptotic C1,γ-estimate for value functions of stochastic processes related to uniformly elliptic dynamic programming principles. As an application, this allows us to pass to the limit with a ... -
Gradient and Lipschitz Estimates for Tug-of-War Type Games
Attouchi, Amal; Luiro, Hannes; Parviainen, Mikko (Society for Industrial and Applied Mathematics, 2021)We define a random step size tug-of-war game and show that the gradient of a value function exists almost everywhere. We also prove that the gradients of value functions are uniformly bounded and converge weakly to the ... -
Asymptotic Hölder regularity for the ellipsoid process
Arroyo, Ángel; Parviainen, Mikko (EDP Sciences, 2020)We obtain an asymptotic Hölder estimate for functions satisfying a dynamic programming principle arising from a so-called ellipsoid process. By the ellipsoid process we mean a generalization of the random walk where the ... -
Uniform measure density condition and game regularity for tug-of-war games
Heino, Joonas (International Statistical Institute; Bernoulli Society for Mathematical Statistics and Probability, 2018)We show that a uniform measure density condition implies game regularity for all 2 < p < ∞ in a stochastic game called “tug-of-war with noise”. The proof utilizes suitable choices of strategies combined with estimates for ...
Ellei toisin mainittu, julkisesti saatavilla olevia JYX-metatietoja (poislukien tiivistelmät) saa vapaasti uudelleenkäyttää CC0-lisenssillä.