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

Format:

Book

Author/Creator:

Blanc, Pablo, Author.

Rossi, Julio Daniel, Author.

Series:

De Gruyter series in nonlinear analysis and applications ; Volume 31.

De Gruyter Series in Nonlinear Analysis and Applications ; 31

Language:

English

Subjects (All):

Game theory.

Physical Description:

1 online resource (236 pages).

Place of Publication:

Berlin ; Boston : De Gruyter, [2019]

Language Note:

In English.

Summary:

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.

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

Notes:

Includes bibliographical references and index.

Description based on online resource; title from PDF title page (publisher's Web site, viewed 06. Apr 2020)

ISBN:

3-11-062179-7

3-11-061932-6

OCLC:

1114859939