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Game Theory and Partial Differential Equations

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Game Theory and Partial Differential Equations by Pablo Blanc; Julio Daniel Rossi 9783110619324 3110619326

SKU: EB_102720 Categories: , Tags: , , , , ,

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Product details:

  • ISBN 10: 3110619326
  • ISBN 13: 9783110619324 
  • Author: Pablo Blanc; Julio Daniel Rossi
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.

Table contents:

Part 1. Random walks and the Laplacian

Part 2. A first glimpse of the Tug-of-War games

Part 3. Tug-of-War with noise

Part 4. Tug-of-War

Part 5. Mixed boundary conditions and the obstacle problem

Part 6. Maximal operators

Part 7. Games for eigenvalues of the Hessian

Part 8. Parabolic problems

Part 9. Free boundary problems

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