Stochastic differential games with a varying number of players

DOI10.3934/cpaa.2014.13.1719zbMath1307.91032OpenAlexW2327029090MaRDI QIDQ479322

Christine Grün, Alain Bensoussan, Jens Frehse

Publication date: 5 December 2014

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

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

Related Items

\(N\)-player games and mean-field games with absorption, Mean field games with branching

Cites Work

• Multiple integrals in the calculus of variations
• Point processes and queues. Martingale dynamics
• Control and Nash games with mean field effect
• Linear and quasilinear elliptic equations
• Stochastic differential games
• Hölder continuity of solutions of elliptic systems
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• An Introduction to Variational Inequalities and Their Applications
• Nash Equilibrium Payoffs for Nonzero-Sum Stochastic Differential Games
• Quelques résultats de Višik sur les problèmes elliptiques non linéaires par les méthodes de Minty-Browder
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