A game interpretation of the Neumann problem for fully nonlinear parabolic and elliptic equations (Q5397548)
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scientific article; zbMATH DE number 6260897
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A game interpretation of the Neumann problem for fully nonlinear parabolic and elliptic equations |
scientific article; zbMATH DE number 6260897 |
Statements
A game interpretation of the Neumann problem for fully nonlinear parabolic and elliptic equations (English)
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24 February 2014
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nonlinear elliptic equations
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nonliner parabolic equations
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viscosity solutions
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Neumann problem
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deterministic control
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optimal control
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dynamic programming principle
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mixed-type Dirichlet--Neumann boundary conditions
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