Stochastic games for N players

Stochastic games for N players

The objective of this paper is to present a useful application of the theory of regularity of systems of nonlinear partial differential equations to the solution of stochastic differential games with N players. It is particularly interesting to notice that the structure of games fits perfectly with...

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Veröffentlicht in:Journal of optimization theory and applications 2000-06, Vol.105 (3), p.543-565
Hauptverfasser: BENSOUSSAN, A, FREHSE, J
Format: Artikel
Sprache:eng
Schlagworte:
Applied sciences
Computer science
control theory
systems
Control theory. Systems
Differential games theory
Dynamic programming
Exact sciences and technology
Game theory
Games
Mathematical programming
Operational research and scientific management
Operational research. Management science
Partial differential equations
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Beschreibung
Zusammenfassung:The objective of this paper is to present a useful application of the theory of regularity of systems of nonlinear partial differential equations to the solution of stochastic differential games with N players. It is particularly interesting to notice that the structure of games fits perfectly with what is requested to prove the regularity property which is needed.
ISSN:0022-3239
1573-2878
DOI:10.1023/A:1004637022496