Game Theory and Partial Differential Equations

von Pablo Blanc, Julio Daniel Rossi

217 Seiten, Hardcover

Kurzbeschreibung des Verlags

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 results in this direction and puts them in an elementary perspective in a lucid and self-contained fashion.

• Reihe: De Gruyter Series in Nonlinear Analysis and Applications
• ISBN: 9783110619256
• Sprache: Englisch
• Erscheinungsdatum: 22.07.2019
• Genre: Mathematik/Analysis
• Verlag: De Gruyter