We introduce games associated with second-order partial differential equations given by arbitrary products of eigenvalues of the Hessian. We prove that, as a parameter that controls the step length goes to zero, the value functions of the games converge uniformly to a viscosity solution of the partial differential equation. The classical Monge-Ampère equation is an important example under consideration.
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Article type
Year
Open Access
Research Article
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Mathematics in Engineering 2023, 5(3): 1-26
Published: 15 June 2023
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