Stochastic games for N players

Journal of Optimization Theory and Applications

Volumn 105, Issue 3, 2000, Pages 543-565

  Bensoussan, A ^a   Frehse, J ^b  

^a Centre National de la Recherche Scientifique   (France)

^b UNIVERSITY OF BONN   (Germany)

Author keywords

Dynamic programming; Nash point; Optimal control; Regularity theory; Stochastic games

Indexed keywords

GAME THEORY; NONLINEAR EQUATIONS; PARTIAL DIFFERENTIAL EQUATIONS; STOCHASTIC SYSTEMS;

NASH POINT; OPTIMAL CONTROLS; REGULARITY PROPERTIES; REGULARITY THEORIES; STOCHASTIC DIFFERENTIAL GAME; STOCHASTIC GAME; SYSTEM OF NONLINEAR PARTIAL DIFFERENTIAL EQUATIONS;

DYNAMIC PROGRAMMING;

EID: 0034342533     PISSN: 00223239     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1004637022496     Document Type: Article

References (5)

1. 1. NASH, J., Equilibrium Points in n-Person Games, Proceedings of the National Academy of Sciences of the USA, Vol. 36, pp. 48-49, 1950.
2. 2. AUBIN, J. P., Mathematical Methods of Game and Economic Theory, Studies in Mathematics and Its Applications, North Holland, Amsterdam, Holland, 1976.
3. 3. BENSOUSSAN, A., and FREHSE, J., Topics on Nonlinear Systems of Partial Differential Equations and Applications, Springer Verlag, Berlin, Germany (to appear).
4. 4. LADYZHENSKAYA, O. A., and URAL'TSEVA, N. N., Linear and Quasilinear Elliptic Equations, Academic Press, New York, NY, 1968.
5. 5. BENSOUSSAN, A., and FREHSE, J., Nonlinear Elliptic Systems in Stochastic Game Theory, Journal für die reine und angewandte Mathematik, Vol. 350, pp. 23-67, 1984.