Systems of Bellman equations to stochastic differential games with non-compact coupling

DOI10.3934/DCDS.2010.27.1375MaRDI QIDQ977946zbMATH OpenOpenAlexFDO

Authors Alain Bensoussan, Jens Frehse, Jens Vogelgesang

Publication date 23 June 2010

Published in Discrete and Continuous Dynamical Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3934/dcds.2010.27.1375

zbMATH Keywords

Bellman equationHamiltoniansnonlinear elliptic and parabolic equationsstochastic differential games

Mathematics Subject Classification ID

Smoothness and regularity of solutions to PDEs (35B65) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic games, stochastic differential games (91A15)

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(15)

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• scientific article; zbMATH DE number 497467 (Why is no real title available?)
• Ergodic Bellman systems for stochastic games in arbitrary dimension
• Old and new results in regularity theory for diagonal elliptic systems via blowup techniques
• Nash equilibria in N-person games with super-quadratic Hamiltonians
• Nonlinear elliptic systems and mean-field games
• On coupled systems of Kolmogorov equations with applications to stochastic differential games
• Mean field Stackelberg games: aggregation of delayed instructions
• Nash and Stackelberg differential games

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