On Bellman systems without zero order term in the context of risk sensitive differential games

Title:

On Bellman systems without zero order term in the context of risk sensitive differential games

Creator:

Bensoussan, A. and Frehse, J.

Identifier:

https://cdk.lib.cas.cz/client/handle/uuid:3b3ff456-4cf2-41fd-91b5-eaeb5483b903
uuid:3b3ff456-4cf2-41fd-91b5-eaeb5483b903
doi:10.21136/MB.2001.134023

Subject:

diagonal elliptic systems, quadratic growth, stochastic differential games, Bellman equation, and risk sensitive control

Type:

model:article and TEXT

Format:

bez média and svazek

Description:

Bellman systems corresponding to stochastic differential games arising from a cost functional which models risk aspects are considered. Here it leads to diagonal elliptic systems without zero order term so that no simple L∞-estimate is available.

Language:

English

Rights:

http://creativecommons.org/publicdomain/mark/1.0/
policy:public

Coverage:

275-280

Source:

Mathematica bohemica | 2001 Volume:126 | Number:2

Harvested from:

CDK

Metadata only:

false