Ergodic Bellman systems for stochastic games in arbitrary dimension

DOI10.1098/RSPA.1995.0032MaRDI QIDQ4833596zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

stochastic differential equationstochastic gamesfeedback controlsBellman systemdiagonal second-order nonlinear elliptic systems

Mathematics Subject Classification ID

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)

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Cited in

(12)

• Nash equilibria in \(N\)-person games with super-quadratic Hamiltonians
• Diagonal elliptic Bellman systems for stochastic differential games with discount control and noncompact coupling
• Systems of Bellman equations to stochastic differential games with discount control
• On nonlinear elliptic Bellman systems for a class of stochastic differential games in arbitrary dimension
• Linear-quadratic \(N\)-person and mean-field games: infinite horizon games with discounted cost and singular limits
• Smooth Solutions of systems of quasilinear parabolic equations
• Mean field games
• On quasilinear parabolic systems and FBSDEs of quadratic growth
• Nonlinear elliptic systems and mean-field games
• scientific article; zbMATH DE number 2134034 (Why is no real title available?)
• Mean field games. I: The stationary case
• Control and Nash games with mean field effect

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