On nonlinear elliptic bellman systems for a class of stochastic differential games in arbitrary dimension

Mathematical Models and Methods in Applied Sciences

Volumn 21, Issue 1, 2011, Pages 215-240

  Bulíček, Miroslav ^a   Frehse, Jens ^b  

^a CHARLES UNIVERSITY   (Czech Republic)

^b Institute of Applied Mathematics   (Germany)

Author keywords

Bellman equation; Hamiltonians; nonlinear elliptic equations; regularity; semi continuity method; Stochastic games

Indexed keywords

BELLMAN EQUATIONS; NONLINEAR ELLIPTIC EQUATIONS; REGULARITY; SEMI-CONTINUITY; STOCHASTIC GAME;

GAME THEORY; GEOMETRY; HAMILTONIANS; STOCHASTIC SYSTEMS;

NONLINEAR EQUATIONS;

EID: 79851514433     PISSN: 02182025     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0218202511005027     Document Type: Article

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