Tug-of-war games and PDEs

We review some recent results concerning tug-of-war games and their relation to some well-known partial differential equations (PDEs). In particular, we will show that solutions to certain PDEs can be obtained as limits of values of tug-of-war games when the parameter that controls the length of the...

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Autor principal: Rossi, J.D.
Formato: JOUR
Acceso en línea:http://hdl.handle.net/20.500.12110/paper_03082105_v141_n2_p319_Rossi
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spelling todo:paper_03082105_v141_n2_p319_Rossi2023-10-03T15:22:47Z Tug-of-war games and PDEs Rossi, J.D. We review some recent results concerning tug-of-war games and their relation to some well-known partial differential equations (PDEs). In particular, we will show that solutions to certain PDEs can be obtained as limits of values of tug-of-war games when the parameter that controls the length of the possible movements goes to zero. Since the equations being studied are nonlinear and are not in divergence form, we will make extensive use of the concept of viscosity solutions. © 2011 Royal Society of Edinburgh. Fil:Rossi, J.D. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales; Argentina. JOUR info:eu-repo/semantics/openAccess http://creativecommons.org/licenses/by/2.5/ar http://hdl.handle.net/20.500.12110/paper_03082105_v141_n2_p319_Rossi
institution Universidad de Buenos Aires
institution_str I-28
repository_str R-134
collection Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA)
description We review some recent results concerning tug-of-war games and their relation to some well-known partial differential equations (PDEs). In particular, we will show that solutions to certain PDEs can be obtained as limits of values of tug-of-war games when the parameter that controls the length of the possible movements goes to zero. Since the equations being studied are nonlinear and are not in divergence form, we will make extensive use of the concept of viscosity solutions. © 2011 Royal Society of Edinburgh.
format JOUR
author Rossi, J.D.
spellingShingle Rossi, J.D.
Tug-of-war games and PDEs
author_facet Rossi, J.D.
author_sort Rossi, J.D.
title Tug-of-war games and PDEs
title_short Tug-of-war games and PDEs
title_full Tug-of-war games and PDEs
title_fullStr Tug-of-war games and PDEs
title_full_unstemmed Tug-of-war games and PDEs
title_sort tug-of-war games and pdes
url http://hdl.handle.net/20.500.12110/paper_03082105_v141_n2_p319_Rossi
work_keys_str_mv AT rossijd tugofwargamesandpdes
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