31 citations · 103 across the 32 of their papers we have counts for
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math.AP2015
Local regularity for time-dependent tug-of-war games with varying probabilities
Mikko Parviainen, Eero Ruosteenoja
We study local regularity properties of value functions of time-dependent tug-of-war games. For games with constant probabilities we get local Lipschitz continuity. For more genera…
math.AP2015
Regularity for nonlinear stochastic games
Hannes Luiro, Mikko Parviainen
We establish regularity for functions satisfying a dynamic programming equation, which may arise for example from stochastic games or discretization schemes. Our results can also b…