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Differential games with partial differential equations

1975
Examples of differential games are given, where the state equation is a partial differential equation. They can be solved explicitly and show clearly how the values of the control functions enter in the solution. This enables us to set up a method of solving these games, which should also be applied to more complicated differential games, complementing
openaire   +2 more sources

Partial Differential Equations

1995
Introduction The modelling of Chapter 3 culminates in the formulation of the pricing problem for a derivative product as a partial differential equation. We now take a break from the financial modelling to discuss, in this and the next chapter, some of the theory behind such differential equations.
Jeff Dewynne, Sam Howison, Paul Wilmott
openaire   +2 more sources

Stochastic Partial Differential Equations

Computer Vision, 2021
Annika Lang
semanticscholar   +1 more source

Elliptic Partial Differential Equations

Numerical Methods for Engineers and Scientists, 2018
M. Marin, A. Öchsner
semanticscholar   +1 more source

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