Discrete approximations to the double-obstacle problem and optimal stopping of tug-of-war games (Q5348741)
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scientific article; zbMATH DE number 6762566
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discrete approximations to the double-obstacle problem and optimal stopping of tug-of-war games |
scientific article; zbMATH DE number 6762566 |
Statements
Discrete approximations to the double-obstacle problem and optimal stopping of tug-of-war games (English)
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21 August 2017
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double-obstacle problem
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\(p\)-Laplacian
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uniqueness of a viscosity solution
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numerical computation
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tug-of-war game
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