Systems of Bellman equations to stochastic differential games with discount control

Bollettino dell'Unione Matematica Italiana

Volumn 1, Issue 3, 2008, Pages 663-681

  Bensoussan, Alain ^a   Frehse, Jens ^b  

^a UNIVERSITY OF TEXAS AT DALLAS   (United States)

^b UNIVERSITY OF BONN   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 54249168447     PISSN: 19726724     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (15)

1. [BF84] A. BENSOUSSAN - J. FREHSE, Nonlinear elliptic systems in stochastic game theory. J. Reine Angew. Math., 350 (1984), 23-67.
2. [BF94] ALAIN BENSOUSSAN and JENS FREHSE, Ergodic Bellman systems for stochastic games. In Differential equations, dynamical systems, and control science, volume 152 of Lecture Notes in Pure and Appl. Math., pages 411-421. Dekker, New York, 1994.
3. [BF95] A. BENSOUSSAN - J. FREHSE, Ergodic Bellman systems for stochastic games in arbitrary dimension. Proc. Roy. Soc. London Ser. A, 449 (1935), 65-77, 1995.
4. [BF02] ALAIN BENSOUSSAN - JENS FREHSE, Regularity results for nonlinear elliptic systems and applications, volume 151 of Applied Mathematical Sciences. Springer-Verlag, Berlin, 2002.
5. [BF08] A. BENSOUSSAN and J. FREHSE, On diagonal elliptic and parabolic systems with super-quadratic hamiltonians. SFB Preprint, Bonn, 2008.
6. [Fre73] JENS FREHSE, A discontinuous solution of a mildly nonlinear elliptic system. Math. Z., 134 (1973), 229-230.
7. [Fre79] JENS FREHSE, On two-dimensional quasilinear elliptic systems. Manuscripta Math., 28 (1-3) (1979), 21-49.
8. [Fre81] J. FREHSE, On the regularity of solutions to elliptic differential inequalities. In Mathematical techniques of optimization, control and decision, pages 91-109. Birkhäuser Boston, Mass., 1981.
9. [Hil82] STEFAN HILDEBRANDT, Nonlinear elliptic systems and harmonic mappings. In Proceedings of the 1980 Beijing Symposium on Differential Geometry and Differential Equations, Vol. 1, 2, 3 (Beijing, 1980), pages 481-615, Beijing, 1982. Science Press.
10. [Jos02] JÜRGEN JOST, Riemannian geometry and geometric analysis. Universitext. Springer-Verlag, Berlin, third edition, 2002.
11. [KS80] DAVID KINDERLEHRER - GUIDO STAMPACCHIA, An introduction to variational inequalities and their applications, volume 88 of Pure and Applied Mathematics. Academic Press Inc. [Harcourt Brace Jovanovich Publishers], New York, 1980.
12. [LU68] A. OLGA LADYZHENSKAYA - N. NINA URAL'TSEVA, Linear and quasilinear elliptic equations. Translated from the Russian by Scripta Technica, Inc. Translation editor: Leon Ehrenpreis. Academic Press, New York, 1968.
13. [Mor66] B- CHARLES MORREY Jr., Multiple integrals in the calculus of variations. Die Grundlehren der mathematischen Wissenschaften, Band 130. Springer-Verlag New York, Inc., New York, 1966.
14. [Sta66] GUIDO STAMPACCHIA, Équations elliptiques du second ordre à coefficients discontinus. Séminaire de Mathématiques Supérieures, No. 16 (Été, 1965). Les Presses de l'Université de Montréal, Montreal, Que., 1966.
15. [Wie81] MICHAEL WIEGNER, On two-dimensional elliptic systems with a one-sided condition. Math. Z., 178 (4) (1981), 493-500.