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arXiv · 2501.13897

Connections between coupling and Ishii-Lions methods for tug-of-war with noise stochastic games

Riku Anttila·Juan J. Manfredi·Mikko Parviainen
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Abstract

We present a streamlined account of two different regularity methods as well as their connections. We consider the coupling method in the context of tug-of-war with noise stochastic games, and consider viscosity solutions of the $p$-Laplace equation in the context of the Ishii-Lions method.

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Riku Anttila, Juan J. Manfredi, Mikko Parviainen. 2025-01-23. Connections between coupling and Ishii-Lions methods for tug-of-war with noise stochastic games. https://arxiv.org/abs/2501.13897

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