A finite difference approach to the infinity Laplace equation and tug-of-war games

DOI10.1090/S0002-9947-2011-05289-XzbMath1239.91011arXiv0906.2871MaRDI QIDQ3116566

Charles K. Smart, Scott N. Armstrong

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

zbMATH Keywords

generic uniquenesstug-of-war gamesnormalized infinity Laplacean

Mathematics Subject Classification ID

Differential games and control (49N70) Degenerate elliptic equations (35J70) Stochastic games, stochastic differential games (91A15)

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