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

DOI10.3934/dcds.2010.27.1375zbMath1191.35275OpenAlexW1996884126MaRDI QIDQ977946

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 equationHamiltoniansstochastic differential gamesnonlinear elliptic and parabolic equations

Mathematics Subject Classification ID

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

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