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Game Theory and Partial Differential Equations (Hardcover): Pablo Blanc, Julio Daniel Rossi Game Theory and Partial Differential Equations (Hardcover)
Pablo Blanc, Julio Daniel Rossi
R3,184 Discovery Miles 31 840 Ships in 10 - 15 working days

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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