Asymptotic Lipschitz Regularity for Tug-of-War Games with Varying Probabilities
POTENTIAL ANALYSIS(2019)
摘要
We prove an asymptotic Lipschitz estimate for value functions of tug-of-war games with varying probabilities defined in Ω ⊂ ℝ n . 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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关键词
Dynamic programming principle,Local Lipschitz estimates,Stochastic games,Normalized p(x)-Laplacian
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