scientific article; zbMATH DE number 4205918
zbMATH Open0729.65077MaRDI QIDQ3355178FDOQ3355178
Authors: Guy Barles, Panagiotis E. Souganidis
Publication date: 1991
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convergencecomparison principlestochastic differential gamesviscosity solutionnonlinear second order equationsmonotone, stable and consistent scheme
Differential games (aspects of game theory) (91A23) Nonlinear boundary value problems for linear elliptic equations (35J65) Nonlinear initial, boundary and initial-boundary value problems for linear parabolic equations (35K60) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Stochastic games, stochastic differential games (91A15)
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