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

Ángel Arroyo, Hannes Luiro, Mikko Parviainen +1

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…