A finite difference approach to the infinity Laplace equation and tug-of-war games
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Publication:3116566
DOI10.1090/S0002-9947-2011-05289-XzbMath1239.91011arXiv0906.2871MaRDI QIDQ3116566
Scott N. Armstrong, Charles K. Smart
Publication date: 24 February 2012
Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0906.2871
49N70: Differential games and control
35J70: Degenerate elliptic equations
91A15: Stochastic games, stochastic differential games
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