A course on tug-of-war games with random noise. Introduction and basic constructions

DOI10.1007/978-3-030-46209-3zbMath1452.91002OpenAlexW3045084365MaRDI QIDQ2181288

Marta Lewicka

Publication date: 18 May 2020

Published in: Universitext (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-46209-3

zbMATH Keywords

random noisetug of war games

Mathematics Subject Classification ID

Boundary value problems for nonlinear higher-order PDEs (35G30) Stochastic games, stochastic differential games (91A15) Dependence of solutions to PDEs on initial and/or boundary data and/or on parameters of PDEs (35B30) Positional games (pursuit and evasion, etc.) (91A24) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)

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