A projected tug-of-war game is constructed whose value function satisfies a dynamic programming principle for the regularized p-Laplacian and converges to its viscosity solution as the step size vanishes.
Manfredi, and Mikko Parviainen,Connections between coupling and Ishii–Lions methods for tug-of-war with noise stochastic games, 2025, Preprint
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A Projected Tug-of-War Game for the Regularized $p$-Laplacian
A projected tug-of-war game is constructed whose value function satisfies a dynamic programming principle for the regularized p-Laplacian and converges to its viscosity solution as the step size vanishes.