A probabilistic-numerical approximation for an obstacle problem arising in game theory (Q1935502): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1974400455 / rank | |||
Normal rank | |||
Revision as of 22:54, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A probabilistic-numerical approximation for an obstacle problem arising in game theory |
scientific article |
Statements
A probabilistic-numerical approximation for an obstacle problem arising in game theory (English)
0 references
18 February 2013
0 references
stochastic differential games
0 references
information incompleteness
0 references
viscosity solutions
0 references
approximation
0 references
