Notes on Tug-of-War Games and the p-Laplace Equation
Notes on Tug-of-War Games and the p-Laplace Equation
Parviainen, Mikko
Springer Verlag, Singapore
02/2024
76
Mole
Inglês
9789819978786
15 a 20 dias
Descrição não disponível.
Chapter 1. Introduction.- Chapter 2. Viscosity Solutions.- Chapter 3. Stochastic Tug-of-War Game.- Chapter 4. Cancellation Method for Regularity of the Tug-of-War with Noise.- Chapter 5. Mean Value Characterizations.- Chapter 6. Further Regularity Methods.- Chapter 7. Open Problems and Comments.
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dynamic programming principle;equations in non-divergence form;normalized or game theoretic p-Laplace equation;normalized or game theoretic p-parabolic equation;p-harmonious;regularity of values and solutions to PDEs;tug-of-war games
Chapter 1. Introduction.- Chapter 2. Viscosity Solutions.- Chapter 3. Stochastic Tug-of-War Game.- Chapter 4. Cancellation Method for Regularity of the Tug-of-War with Noise.- Chapter 5. Mean Value Characterizations.- Chapter 6. Further Regularity Methods.- Chapter 7. Open Problems and Comments.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.