Game Theory And Partial Differential Equations
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Game Theory and Partial Differential Equations
Author: Pablo Blanc
language: en
Publisher: Walter de Gruyter GmbH & Co KG
Release Date: 2019-07-22
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.
Game Theory and Partial Differential Equations
Author: Pablo Blanc
language: en
Publisher: Walter de Gruyter GmbH & Co KG
Release Date: 2019-07-22
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.
Partial Differential Equations in Economics and Finance
This book reviews the basic theory of partial differential equations of the first and second order and discusses their applications in economics and finance. It starts with well-known applications to consumer and producer theory, and to the theory of option pricing and then introduces new applications that emerge from current research (some of which is the author's own) in bounded rationality, game theory, and multi-dimensional screening.