Seminar series
Date
Thu, 17 May 2012
Time
13:00 -
14:00
Location
DH 1st floor SR
Speaker
Jan Witte
Min-Max equations, also called Isaacs equations, arise from many applications, eg in game theory or mathematical finance. For their numerical solution, they are often discretised by finite difference
methods, and, in a second step, one is then faced with a non-linear discrete system. We discuss how upper and lower bounds for the solution to the discretised min-max equation can easily be computed.