Games associated with products of eigenvalues of the Hessian

Games associated with products of eigenvalues of the Hessian

Blog Article

We introduce games associated with second-order partial differential equations given by arbitrary products of eigenvalues of the Hessian.We prove that, read more as a parameter that controls the step length goes to zero, the value functions of the games converge uniformly to a blunt wraps viscosity solution of the partial differential equation.The classical Monge-Ampère equation is an important example under consideration.