Nash and Stackelberg differential games

DOI10.1007/s11401-012-0716-1zbMath1254.91051OpenAlexW2043443965MaRDI QIDQ692752

Alain Bensoussan, Jens Frehse, Jens Vogelgesang

Publication date: 6 December 2012

Published in: Chinese Annals of Mathematics. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11401-012-0716-1

zbMATH Keywords

Bellman equationHamiltoniansstochastic gamesstochastic differential gamesnonlinear elliptic and parabolic equations

Mathematics Subject Classification ID

Smoothness and regularity of solutions to PDEs (35B65) Differential games (aspects of game theory) (91A23) Nonlinear parabolic equations (35K55) Nonlinear elliptic equations (35J60) Stochastic games, stochastic differential games (91A15) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)

Related Items

Control and Nash games with mean field effect ⋮ Old and new results in regularity theory for diagonal elliptic systems via blowup techniques

Cites Work

• Systems of Bellman equations to stochastic differential games with non-compact coupling
• Regularity results for nonlinear elliptic systems and applications
• Linear and quasilinear elliptic equations
• Unnamed Item