Ergodic Bellman systems for stochastic games in arbitrary dimension
DOI10.1098/RSPA.1995.0032zbMATH Open0833.90141OpenAlexW2132323898MaRDI QIDQ4833596FDOQ4833596
Authors: Jens Frehse, Alain Bensoussan 
Publication date: 18 May 1995
Published in: Proceedings of the Royal Society of London. Series A: Mathematical and Physical Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1098/rspa.1995.0032
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stochastic differential equationstochastic gamesfeedback controlsBellman systemdiagonal second-order nonlinear elliptic systems
Differential games (aspects of game theory) (91A23) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic games, stochastic differential games (91A15) Probabilistic games; gambling (91A60)
Cited In (12)
- On nonlinear elliptic Bellman systems for a class of stochastic differential games in arbitrary dimension
- Nash equilibria in N‐person games with super‐quadratic Hamiltonians
- Mean field games. I: The stationary case
- Mean field games
- Smooth Solutions of systems of quasilinear parabolic equations
- Linear-quadratic \(N\)-person and mean-field games: infinite horizon games with discounted cost and singular limits
- Control and Nash games with mean field effect
- Title not available (Why is that?)
- Systems of Bellman equations to stochastic differential games with discount control
- Nonlinear elliptic systems and mean-field games
- Diagonal elliptic Bellman systems for stochastic differential games with discount control and noncompact coupling
- On quasilinear parabolic systems and FBSDEs of quadratic growth
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