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

Ángel Arroyo; Hannes Luiro; Mikko Parviainen; Eero Ruosteenoja

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arXiv · 1806.10838

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

Ángel Arroyo·Hannes Luiro·Mikko Parviainen·Eero Ruosteenoja

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Abstract

We prove an asymptotic Lipschitz estimate for value functions of tug-of-war games with varying probabilities defined in $\Omega\subset \mathbb R^n$. The method of the proof is based on a game-theoretic idea to estimate the value of a related game defined in $\Omega\times \Omega$ via couplings.

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Ángel Arroyo, Hannes Luiro, Mikko Parviainen, Eero Ruosteenoja. 2018-06-28. Asymptotic Lipschitz regularity for tug-of-war games with varying probabilities. https://arxiv.org/abs/1806.10838

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