Discrete approximations to the double-obstacle problem and optimal stopping of tug-of-war games (Q5348741)
From MaRDI portal
scientific article; zbMATH DE number 6762566
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discrete approximations to the double-obstacle problem and optimal stopping of tug-of-war games |
scientific article; zbMATH DE number 6762566 |
Statements
Discrete approximations to the double-obstacle problem and optimal stopping of tug-of-war games (English)
0 references
21 August 2017
0 references
double-obstacle problem
0 references
\(p\)-Laplacian
0 references
uniqueness of a viscosity solution
0 references
numerical computation
0 references
tug-of-war game
0 references
