ENGLISH

Game Theory and Partial Differential Equations (De Gruyter Series in Nonlinear Analysis and Applications)

By Pablo Blanc

Book information

Publisher
de Gruyter
Year
2019
ISBN
3110619253, 9783110619256
Language
english
Format
PDF
Filesize
1 MB (1267003 bytes)
Series
De Gruyter Series in Nonlinear Analysis and Applications (Book 31)
Pages
236\238
Time added
2020-07-28 11:52:22
Mathematics;Calculus; Differential equations

Description

Extending the well-known connection between classical linear potential theory and probability theory (through the interplay between harmonic functions and martingales) to the nonlinear case of tug-of-war games and their related partial differential Cover De Gruyter Series in Nonlinear Analysis and Applications Game Theory and Partial Differential Equations © 2019 Dedication Preface Acknowledgment Contents 1 Random walks and the Laplacian 2 A first glimpse of the Tug-of-War g 3 Tug-of-War with noise 4 Tug-of-War 5 Mixed boundary conditions and the obstacle problem 6 Maximal operators 7 Games for eigenvalues of the Hessian 8 Parabolic problems 9 Free boundary problems A. Viscosity solutions B. Probability theory Bibliography Notations Index

Similar books