Stochastic games for N players

Authors
Bensoussan, A Frehse, J
Citation
A. Bensoussan et J. Frehse, Stochastic games for N players, J OPTIM TH, 105(3), 2000, pp. 543-565
Citations number
5
Categorie Soggetti
Engineering Mathematics
Journal title
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS
ISSN journal
00223239 → ACNP
Volume
105
Issue
3
Year of publication
2000
Pages
543 - 565
Database
ISI
SICI code
0022-3239(200006)105:3<543:SGFNP>2.0.ZU;2-0
Abstract
The objective of this paper is to present a useful application of the theor y of regularity of systems of nonlinear partial differential equations to t he solution of stochastic differential games with N players. It is particul arly interesting to notice that the structure of games fits perfectly with what is requested to prove the regularity property which is needed.