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Tug-of-war with Kolmogorov - MaRDI portal

Tug-of-war with Kolmogorov (Q2097026)

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Tug-of-war with Kolmogorov
scientific article

    Statements

    title
    Tug-of-war with Kolmogorov (English)
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    author
    Carmina Fjellström
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    Kaj Nyström
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    Matias Vestberg
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    publication date
    11 November 2022
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    zbMATH Keywords
    Dirichlet boundary conditions
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    dynamic programming principle
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    \(p\)-Laplacian
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    infinity Laplacian
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    Kolmogorov equation
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    mean value property
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    stochastic games
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    tug-of-war games
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    viscosity solutions
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    Identifiers

    Mathematics Subject Classification ID
    35K65
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    35B05
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    35K51
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    35K70
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    35K92
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    35H20
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    35R03
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    35Q91
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    91A80
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    91A05
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    zbMATH DE Number
    7615178
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    OpenAlex ID
    W4307294525
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    arXiv ID
    2202.01012
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