Game Theory and Partial Differential Equations
Author | : Pablo Blanc |
Publisher | : Walter de Gruyter GmbH & Co KG |
Total Pages | : 236 |
Release | : 2019-07-22 |
ISBN-10 | : 9783110621792 |
ISBN-13 | : 3110621797 |
Rating | : 4/5 (92 Downloads) |
Download or read book Game Theory and Partial Differential Equations written by Pablo Blanc and published by Walter de Gruyter GmbH & Co KG. This book was released on 2019-07-22 with total page 236 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.