Stochastic Games for N Players

A. Bensoussan and J. Frehse
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A. Bensoussan: University of Paris Dauphine
J. Frehse: Universität Bonn

Journal of Optimization Theory and Applications, 2000, vol. 105, issue 3, No 5, 543-565

Abstract: Abstract 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.

Keywords: stochastic games; dynamic programming; optimal control; regularity theory; Nash point (search for similar items in EconPapers)
Date: 2000
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Citations: View citations in EconPapers (11)

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DOI: 10.1023/A:1004637022496

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