Game Theory and Partial Differential Equations

ISBN-13: 9783110619256 / Angielski / Twarda / 2019 / 234 str.

Pablo Blanc;Julio Daniel Rossi

Opis

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.

O autorze

Pablo Blanc and Julio D. Rossi, University of Buenos Aires, Argentina.