Tug-of-war with Kolmogorov (Q2097026)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tug-of-war with Kolmogorov |
scientific article |
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Tug-of-war with Kolmogorov (English)
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11 November 2022
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Dirichlet boundary conditions
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dynamic programming principle
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\(p\)-Laplacian
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infinity Laplacian
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Kolmogorov equation
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mean value property
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stochastic games
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tug-of-war games
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viscosity solutions
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