Stochastic games for \(N\) players
type: Item
instance of: scholarly article
title: Stochastic games for \(N\) players
zbMATH Open document ID: 0977.91006
DOI: 10.1023/A:1004637022496
published in: Journal of Optimization Theory and Applications
publication date: 2001-02-19T00:00:00Z
review text: In this paper some results concerning a class of stochastic differential nonzero-sum games for \(N\) players are presented. The method is the dynamic programming approach. The value functions are the solutions of a system of partial differential equations. From regularity results it is possible to construct continuous feedbacks which represent optimal controls for each player. Then the standard verification approach proves the optimality taken in the sense of Nash.
reviewed by: J.-P. Lepeltier
Mathematics Subject Classification ID: 91A15
Mathematics Subject Classification ID: 91A23
Mathematics Subject Classification ID: 90C39
zbMATH DE Number: 1533368
zbMATH Keywords: stochastic differential nonzero-sum games
zbMATH Keywords: dynamic programming
author: Alain Bensoussan
author: Jens Frehse
MaRDI profile type: Publication
cites work: Equilibrium points in n -person games
cites work: Regularity theory for systems of partial differential equations with Neumann boundary conditions.
cites work: Q3313738
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description: scientific article; zbMATH DE number 1533368