Stochastic differential games with a varying number of players

Communications on Pure and Applied Analysis

Volumn 13, Issue 5, 2014, Pages 1719-1736

  Bensoussan, Alain ^a,b   Frehse, Jens ^c   Grün, Christine ^c  

^a UNIVERSITY OF TEXAS AT DALLAS   (United States)

^b CITY UNIVERSITY OF HONG KONG   (Hong Kong)

^c UNIVERSITY OF BONN   (Germany)

Author keywords

Controlled birth death processes; L1 estimates; Regularity; Stochastic differential games; Systems of PDE

Indexed keywords

EID: 84902130490     PISSN: 15340392     EISSN: 15535258     Source Type: Journal    
DOI: 10.3934/cpaa.2014.13.1719     Document Type: Article

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