Diagonal elliptic Bellman systems for stochastic differential games with discount control and noncompact coupling
zbMATH Open1196.35082MaRDI QIDQ3397606FDOQ3397606
Authors: Jens Frehse, Alain Bensoussan 
Publication date: 22 September 2009
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- On nonlinear elliptic Bellman systems for a class of stochastic differential games in arbitrary dimension
Differential games (aspects of game theory) (91A23) Strong solutions to PDEs (35D35) Existence problems for PDEs: global existence, local existence, non-existence (35A01) Boundary value problems for second-order elliptic systems (35J57) Quasilinear elliptic equations (35J62) Stochastic games, stochastic differential games (91A15)
Cited In (8)
- On nonlinear elliptic Bellman systems for a class of stochastic differential games in arbitrary dimension
- Bellman systems with mean field dependent dynamics
- On Hölder continuity of solutions for a class of nonlinear elliptic systems with \(p\)-growth via weighted integral techniques
- Existence and compactness for weak solutions to Bellman systems with critical growth
- Systems of Bellman equations to stochastic differential games with non-compact coupling
- Title not available (Why is that?)
- Stochastic differential games with a varying number of players
- Systems of Bellman equations to stochastic differential games with discount control
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