Discrete approximations to the double-obstacle problem and optimal stopping of tug-of-war games (Q5348741)

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scientific article; zbMATH DE number 6762566
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    Discrete approximations to the double-obstacle problem and optimal stopping of tug-of-war games
    scientific article; zbMATH DE number 6762566

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      Discrete approximations to the double-obstacle problem and optimal stopping of tug-of-war games (English)
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      21 August 2017
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      double-obstacle problem
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      \(p\)-Laplacian
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      uniqueness of a viscosity solution
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      numerical computation
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      tug-of-war game
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