Stochastic differential games with a varying number of players

DOI10.3934/CPAA.2014.13.1719MaRDI QIDQ479322zbMATH OpenOpenAlexFDO

Authors Alain Bensoussan, Jens Frehse, Christine Grün

Publication date 5 December 2014

Published in Communications on Pure and Applied Analysis (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.3934/cpaa.2014.13.1719

zbMATH Keywords

regularitystochastic differential games\(L^\infty\) estimatescontrolled birth/death processessystems of PDE

Mathematics Subject Classification ID

Differential games and control (49N70) Differential games (aspects of game theory) (91A23) A priori estimates in context of PDEs (35B45) Smoothness and regularity of solutions to PDEs (35B65) Applications of stochastic analysis (to PDEs, etc.) (60H30) (n)-person games, (n>2) (91A06) Stochastic games, stochastic differential games (91A15)

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Cited in

(9)

• On dynamic games with randomly arriving players
• \(N\)-player games and mean-field games with absorption
• Differential games with variable observation capacities of partners
• scientific article; zbMATH DE number 4110507 (Why is no real title available?)
• Mean field games with branching
• scientific article; zbMATH DE number 1376818 (Why is no real title available?)
• scientific article; zbMATH DE number 1944099 (Why is no real title available?)
• Stochastic Differential Games with Multiple Modes and a Small Parameter
• scientific article; zbMATH DE number 1234986 (Why is no real title available?)

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