Parabolic Bellman-systems with mean field dependence

DOI10.1007/S00245-016-9344-6MaRDI QIDQ301534zbMATH OpenOpenAlexFDO

Authors Alain Bensoussan, D. Breit, Jens Frehse

Publication date 30 June 2016

Published in Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00245-016-9344-6

zbMATH Keywords

stochastic differential gamesnonlinear parabolic systemsBellman equationsmean field dependence

Mathematics Subject Classification ID

Maximum principles in context of PDEs (35B50) Smoothness and regularity of solutions to PDEs (35B65) Nonlinear parabolic equations (35K55) Dynamic programming in optimal control and differential games (49L20)

Recommendations

• Bellman systems with mean field dependent dynamics
• Nonlinear elliptic systems and mean-field games
• Systems of Bellman equations to stochastic differential games with non-compact coupling
• Linear-quadratic McKean-Vlasov stochastic differential games
• On a system of PDEs associated to a game with a varying number of players

Cites work

• scientific article; zbMATH DE number 3843622 (Why is no real title available?)
• scientific article; zbMATH DE number 4198573 (Why is no real title available?)
• scientific article; zbMATH DE number 3673290 (Why is no real title available?)
• scientific article; zbMATH DE number 3744982 (Why is no real title available?)
• scientific article; zbMATH DE number 3505708 (Why is no real title available?)
• scientific article; zbMATH DE number 3505982 (Why is no real title available?)
• scientific article; zbMATH DE number 3262637 (Why is no real title available?)
• Elliptic partial differential equations of second order
• Mean field games
• Mean field games and mean field type control theory
• On the planning problem for the mean field games system
• Regularity results for nonlinear elliptic systems and applications
• Smooth Solutions of systems of quasilinear parabolic equations
• Systems of Bellman equations to stochastic differential games with discount control
• Weak solutions to Fokker-Planck equations and mean field games

Cited in

(4)

• Bellman systems with mean field dependent dynamics
• Transport equations with nonlocal diffusion and applications to Hamilton-Jacobi equations
• Parabolic Bellman equations with risk control
• Maximal \(L^q\)-regularity for parabolic Hamilton-Jacobi equations and applications to mean field games

This page was built for publication: Parabolic Bellman-systems with mean field dependence

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q301534)