  We prove a local H\"{o}lder estimate with an exponent $0<\delta<\frac 12$ for
solutions of the dynamic programming principle $$u^\varepsilon (x)
=\sum_{j=1}^n \alpha_j\inf_{\dim(S)=j}\sup_{\substack{v\in S\\ |v|=1}}\frac{
u^\varepsilon (x + \varepsilon v) + u^\varepsilon (x - \varepsilon v)}{2}.$$
The proof is based on a new coupling idea from game theory. As an application,
we get the same regularity estimate for viscosity solutions of the PDE
$$\sum_{i=1}^n \alpha_i\lambda_i(D^2u)=0,$$ where $\lambda_1(D^2
u)\leq\cdots\leq \lambda_n(D^2 u)$ are the eigenvalues of the Hessian.
