Game Theory and Partial Differential Equations (De Gruyter Series in Nonlinear Analysis & Applications)

by Pablo Blanc and Julio Daniel Rossi

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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.
  • ISBN10 3110619253
  • ISBN13 9783110619256
  • Publish Date 22 July 2019
  • Publish Status Active
  • Publish Country DE
  • Imprint De Gruyter