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Nash equilibria in N-person games with super-quadratic Hamiltonians
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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
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