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arXiv · 1409.2925

Game Theoretical Methods in Nonlinear PDEs

Marta Lewicka·Juan J. Manfredi
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Abstract

Nonlinear PDEs, mean value properties, and stochastic differential games are intrinsically connected. In this short expository note, we will describe how the solutions to certain PDEs (of $p$-Laplacian type) can be interpreted as limits of values of a specific Tug-of-War game, when the step-size $\epsilon$ determining the allowed length of move of a token, decreases to $0$.

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Marta Lewicka, Juan J. Manfredi. 2014-09-10. Game Theoretical Methods in Nonlinear PDEs. https://arxiv.org/abs/1409.2925

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