A mixed problem for the infinity laplacian via Tug-of-War games

Abstract

In this paper we prove that a function u∈C() is the continuous value of the Tug-of-War game described in PSSW if and only if it is the unique viscosity solution to the infinity laplacian with mixed boundary conditions -∞u(x)=0 & in , ∂ u∂ n(x)=0 & on N, u(x)=F(x) & on D. By using the results in PSSW, it follows that this viscous PDE problem has a unique solution, which is the unique absolutely minimizing Lipschitz extension to the whole (in the sense of Aronsson and PSSW) of the boundary data F:D .

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