A game interpretation of the Neumann problem for fully nonlinear parabolic and elliptic equations (Q5397548)

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scientific article; zbMATH DE number 6260897
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A game interpretation of the Neumann problem for fully nonlinear parabolic and elliptic equations
scientific article; zbMATH DE number 6260897

    Statements

    A game interpretation of the Neumann problem for fully nonlinear parabolic and elliptic equations (English)
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    24 February 2014
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    nonlinear elliptic equations
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    nonliner parabolic equations
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    viscosity solutions
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    Neumann problem
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    deterministic control
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    optimal control
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    dynamic programming principle
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    mixed-type Dirichlet--Neumann boundary conditions
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