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

Discrete and Continuous Dynamical Systems

Volumn 27, Issue 4, 2010, Pages 1375-1389

  Bensoussan, Alain ^a,b   Frehse, Jens ^c   Vogelgesang, Jens ^d  

^a UNIVERSITY OF TEXAS AT DALLAS   (United States)

^b HONG KONG POLYTECHNIC UNIVERSITY   (Hong Kong)

^c UNIVERSITY OF BONN   (Germany)

^d HARVARD UNIVERSITY   (United States)

Author keywords

Bellman equation; Hamiltonians; Nonlinear elliptic and parabolic equations; Stochastic differential games; Stochastic games

Indexed keywords

EID: 77954335214     PISSN: 10780947     EISSN: None     Source Type: Journal    
DOI: 10.3934/dcds.2010.27.1375     Document Type: Article

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