Parabolic Bellman-systems with mean field dependence

DOI10.1007/s00245-016-9344-6zbMath1342.35054OpenAlexW2342736428MaRDI QIDQ301534

Jens Frehse, Dominic Breit, Alain Bensoussan

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

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

Related Items

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

Cites Work

• Mean field games
• Elliptic partial differential equations of second order
• Regularity results for nonlinear elliptic systems and applications
• Weak solutions to Fokker-Planck equations and mean field games
• On the planning problem for the mean field games system
• Smooth Solutions of systems of quasilinear parabolic equations
• Mean Field Games and Mean Field Type Control Theory
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