ON NONLINEAR ELLIPTIC BELLMAN SYSTEMS FOR A CLASS OF STOCHASTIC DIFFERENTIAL GAMES IN ARBITRARY DIMENSION

DOI10.1142/S0218202511005027zbMath1228.35101OpenAlexW1963928195MaRDI QIDQ3084660

Jens Frehse, Miroslav Bulíček

Publication date: 25 March 2011

Published in: Mathematical Models and Methods in Applied Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0218202511005027

zbMATH Keywords

Bellman equationHamiltoniannonlinear elliptic equation

Mathematics Subject Classification ID

Smoothness and regularity of solutions to PDEs (35B65) Differential games (aspects of game theory) (91A23) Nonlinear parabolic equations (35K55) Nonlinear elliptic equations (35J60) Stochastic games, stochastic differential games (91A15) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)

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Cites Work

• Unnamed Item
• Existence of regular solutions to a class of parabolic systems in two space dimensions with critical growth behaviour
• Multiple Integrals in the Calculus of Variations and Nonlinear Elliptic Systems. (AM-105)
• Ergodic Bellman systems for stochastic games in arbitrary dimension

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