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Type: | Preprint |
National /International: | International |
Title: | Nash equilibria in N-person games with super-quadratic Hamiltonians |
Publication Date: | 2018-01-05 |
Authors: |
- Carsten Ebmeyer
- José Miguel Urbano - Jens Vogelgesang |
Abstract: | We consider the Hamilton-Jacobi-Bellman system ∂tu − ∆u = H(u,∇u) + f for u ∈ RN, where the Hamiltonian H(u,∇u) satisfies a super-quadratic growth condition with respect to |∇u|. Such a nonlinear parabolic system corresponds to a stochastic differential game with N players. We obtain the existence of bounded weak solutions and prove regularity results in Sobolev spaces for the Dirichlet problem. |
Institution: | DMUC 18-01 |
Online version: | http://www.mat.uc.pt...prints/eng_2018.html |
Download: | Not available |