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 Project, AoFAdditional 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