Stochastic games for N players

被引：52

作者：

Bensoussan, A ^{[1
]}

Frehse, J

机构：

[1] Univ Paris 09, CEREMADE, F-75775 Paris, France

[2] CNES, Paris, France

[3] Univ Bonn, Inst Angew Math, D-5300 Bonn, Germany

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 2000年 / 105卷 / 03期

关键词：

stochastic games; dynamic programming; optimal control; regularity theory; Nash point;

D O I：

10.1023/A:1004637022496

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

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.

引用

页码：543 / 565

页数：23