Game theory and partial differential equations
著者
書誌事項
Game theory and partial differential equations
（De Gruyter series in nonlinear analysis and applications, v. 31）
De Gruyter, c2019
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注記
Includes bibliographical references (p. [207]-211) and index
内容説明・目次
内容説明
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.
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