Asymptotic Lipschitz regularity for tug-of-war games with varying probabilities

Arroyo Garcia, Angel; Luiro, Hannes; Parviainen, Mikko; Ruosteenoja, Eero

doi:10.1007/s11118-019-09778-8

dc.contributor.author	Arroyo Garcia, Angel
dc.contributor.author	Luiro, Hannes
dc.contributor.author	Parviainen, Mikko
dc.contributor.author	Ruosteenoja, Eero
dc.date.accessioned	2020-07-28T11:01:57Z
dc.date.available	2020-07-28T11:01:57Z
dc.date.issued	2020
dc.identifier.citation	Arroyo Garcia, A., Luiro, H., Parviainen, M., & Ruosteenoja, E. (2020). Asymptotic Lipschitz regularity for tug-of-war games with varying probabilities. <i>Potential Analysis</i>, <i>53</i>(2), 565-589. <a href="https://doi.org/10.1007/s11118-019-09778-8" target="_blank">https://doi.org/10.1007/s11118-019-09778-8</a>
dc.identifier.other	CONVID_29001171
dc.identifier.other	TUTKAID_81126
dc.identifier.uri	https://jyx.jyu.fi/handle/123456789/71263
dc.description.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.	en
dc.format.mimetype	application/pdf
dc.language.iso	eng
dc.publisher	Springer
dc.relation.ispartofseries	Potential Analysis
dc.rights	CC BY 4.0
dc.subject.other	dynamic programming principle
dc.subject.other	local Lipschitz estimates
dc.subject.other	stochastic games
dc.subject.other	normalized p(x)-laplacian
dc.title	Asymptotic Lipschitz regularity for tug-of-war games with varying probabilities
dc.type	article
dc.identifier.urn	URN:NBN:fi:jyu-202007205360
dc.contributor.laitos	Matematiikan ja tilastotieteen laitos	fi
dc.contributor.laitos	Department of Mathematics and Statistics	en
dc.contributor.oppiaine	Matematiikka	fi
dc.contributor.oppiaine	Mathematics	en
dc.type.uri	http://purl.org/eprint/type/JournalArticle
dc.date.updated	2020-07-20T09:15:05Z
dc.type.coar	http://purl.org/coar/resource_type/c_2df8fbb1
dc.description.reviewstatus	peerReviewed
dc.format.pagerange	565–589
dc.relation.issn	1572-929X
dc.relation.numberinseries	2
dc.relation.volume	53
dc.type.version	publishedVersion
dc.rights.copyright	© 2019 the Authors
dc.rights.accesslevel	openAccess	fi
dc.relation.grantnumber	298641
dc.subject.yso	osittaisdifferentiaaliyhtälöt
dc.subject.yso	peliteoria
dc.subject.yso	stokastiset prosessit
dc.format.content	fulltext
jyx.subject.uri	http://www.yso.fi/onto/yso/p12392
jyx.subject.uri	http://www.yso.fi/onto/yso/p13476
jyx.subject.uri	http://www.yso.fi/onto/yso/p11400
dc.rights.url	https://creativecommons.org/licenses/by/4.0/
dc.relation.doi	10.1007/s11118-019-09778-8
dc.relation.funder	Research Council of Finland	en
dc.relation.funder	Suomen Akatemia	fi
jyx.fundingprogram	Academy Project, AoF	en
jyx.fundingprogram	Akatemiahanke, SA	fi
jyx.fundinginformation	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.
dc.type.okm	A1