Game Theory and Partial Differential Equations /

Game Theory and Partial Differential Equations / / Pablo Blanc, Julio Daniel Rossi.

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 equations, this unique book collects several result...

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Bibliographic Details
Superior document:Title is part of eBook package: De Gruyter DG Plus DeG Package 2019 Part 1
VerfasserIn:
Blanc, Pablo,
Rossi, Julio Daniel,
Place / Publishing House:Berlin ;, Boston : : De Gruyter, , [2019]
©2019
Year of Publication:2019
Language:English
Series:De Gruyter Series in Nonlinear Analysis and Applications , 31
Online Access:
Physical Description:1 online resource (XVII, 217 p.)
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Table of Contents:
  • Frontmatter
  • Preface
  • Acknowledgment
  • Contents
  • 1. Random walks and the Laplacian
  • 2. A first glimpse of the Tug-of-War games
  • 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

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