On a system of PDEs associated to a game with a varying number of players

DOI10.4310/CMS.2015.V13.N3.A2zbMath1319.49059OpenAlexW2332051027MaRDI QIDQ2348471

Christine Grün, Jens Frehse, Alain Bensoussan

Publication date: 12 June 2015

Published in: Communications in Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4310/cms.2015.v13.n3.a2

zbMATH Keywords

regularitystochastic differential gameparabolic PDEsNash pointsBellman system

Mathematics Subject Classification ID

Differential games and control (49N70) Smoothness and regularity of solutions to PDEs (35B65) Differential games (aspects of game theory) (91A23) A priori estimates in context of PDEs (35B45) Stochastic games, stochastic differential games (91A15)

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