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An Asymptotic Mean Value Characterization for a Class of Nonlinear Parabolic Equations Related to Tug-of-War Games - MaRDI portal

An Asymptotic Mean Value Characterization for a Class of Nonlinear Parabolic Equations Related to Tug-of-War Games (Q3006348)

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An Asymptotic Mean Value Characterization for a Class of Nonlinear Parabolic Equations Related to Tug-of-War Games
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    An Asymptotic Mean Value Characterization for a Class of Nonlinear Parabolic Equations Related to Tug-of-War Games (English)
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    10 June 2011
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    Dirichlet boundary conditions
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    dynamic programming principle
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    parabolic
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    \(p\)-Laplacian
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    parabolic mean value property
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    stochastic games
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    tug-of-war games with limited number of rounds
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    viscosity solutions
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