Nash and Stackelberg differential games

Chinese Annals of Mathematics. Series B

Volumn 33, Issue 3, 2012, Pages 317-332

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

^a UNIVERSITY OF TEXAS AT DALLAS   (United States)

^b UNIVERSITY OF BONN   (Germany)

^c PRINCETON UNIVERSITY   (United States)

^d HONG KONG POLYTECHNIC UNIVERSITY   (Hong Kong)

Author keywords

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

Indexed keywords

EID: 84862139928     PISSN: 02529599     EISSN: 18606261     Source Type: Journal    
DOI: 10.1007/s11401-012-0716-1     Document Type: Article

References (4)

1. Bensoussan, A. and Frehse, J., Regularity Results for Nonlinear Elliptic Systems and Applications, Applied Mathematical Sciences, 151, Springer-Verlag, New York, 2002.
2. Bensoussan, A., Frehse, J. and Vogelgesang, J., Systems of Bellman equations to stochastic differential games with non-compact coupling, Discrete Conti. Dyn. Syst., 27(4), 2010, 1375-1389.
3. Bensoussan, A. and Lions, J. L., Impulse Control and Quasi-Variational Inequalities, Dunod, Paris, 1982.
4. Ladyzhenskaya, O. A. and Ural'tseva, N. N., Linear and Quasilinear Elliptic Equations, Academic Press, New York, 1968.