Tug-of-war games related to $p$-Laplace type equations with zeroth order terms

Abstract

In this paper, we investigate a class of tug-of-war games that incorporate a constant payoff discount rate at each turn. The associated model problems are $p$-Laplace type partial differential equations with zeroth-order terms. We establish existence, uniqueness, and regularity results for the corresponding game value functions. Furthermore, we explore properties of the solutions to the model PDEs, informed by the analysis of the underlying games.