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Stochastic Games for N Players |
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| Authors: | Bensoussan A Frehse J |
| Institution: | (1) CEREMADE, University of Paris Dauphine, France;(2) CNES, Paris, France;(3) Institüt für Angewandte Mathematik, Universität Bonn, Bonn, Germany |
| 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 |
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