Game Theory and Partial Differential Equations
Autor: | Pablo Blanc, Julio Daniel Rossi |
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EAN: | 9783110619324 |
eBook Format: | ePUB |
Sprache: | Englisch |
Produktart: | eBook |
Veröffentlichungsdatum: | 22.07.2019 |
Kategorie: | |
Schlagworte: | Laplace-Operator Partielle Differentialgleichung Spieltheorie |
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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.
Pablo Blanc and Julio D. Rossi, University of Buenos Aires, Argentina.