Game Theory and Partial Differential Equations
| By: | Pablo Blanc; Julio Daniel Rossi |
| Publisher: | De Gruyter |
| Print ISBN: | 9783110619256 |
| eText ISBN: | 9783110619324 |
| Edition: | 1 |
| Copyright: | 2019 |
| Format: | Reflowable |
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Table of Contents
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.