A probabilistic-numerical approximation for an obstacle problem arising in game theory

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Publication:1935502


DOI10.1007/s00245-012-9175-zzbMath1257.49040arXiv1111.4136MaRDI QIDQ1935502

Christine Grün

Publication date: 18 February 2013

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1111.4136


49N70: Differential games and control

91A15: Stochastic games, stochastic differential games


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