Game Theory and Partial Differential Equations
Rossi, Julio Daniel / Blanc, Pablo![Game Theory and Partial Differential Equations](https://support.digitalhusky.com/media/annotations/sorted/298/29804008/CHSBZCOP0329804008.jpg)
Extending the well-known connection between classical linear potential theory and probability theory (through the interplay between harmonic functions and martingales) to the nonlinear case of tug-of-war games and their related partial differential equations, this unique book collects several results in this direction and puts them in an elementary perspective in a lucid and self-contained fashion.