Geodesic
On Bellman systems without zero order term in the context of risk sensitive differential games
Mathematica Bohemica, Tome 126 (2001) no. 2, pp. 275-280.

Voir la notice de l'article provenant de la source Czech Digital Mathematics Library

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 $L^{\infty }$-estimate is available.
DOI : 10.21136/MB.2001.134023
Classification : 49L20, 49N70, 91A15, 91A23, 91A80, 93A20, 93C20, 93E20
Keywords: diagonal elliptic systems; quadratic growth; stochastic differential games; Bellman equation; risk sensitive control 
@article{10_21136_MB_2001_134023,
     author = {Bensoussan, A. and Frehse, J.},
     title = {On {Bellman} systems without zero order term in the context of risk sensitive differential games},
     journal = {Mathematica Bohemica},
     pages = {275--280},
     publisher = {mathdoc},
     volume = {126},
     number = {2},
     year = {2001},
     doi = {10.21136/MB.2001.134023},
     mrnumber = {1844268},
     zbl = {0985.91007},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.21136/MB.2001.134023/}
}
TY  - JOUR
AU  - Bensoussan, A.
AU  - Frehse, J.
TI  - On Bellman systems without zero order term in the context of risk sensitive differential games
JO  - Mathematica Bohemica
PY  - 2001
SP  - 275
EP  - 280
VL  - 126
IS  - 2
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/articles/10.21136/MB.2001.134023/
DO  - 10.21136/MB.2001.134023
LA  - en
ID  - 10_21136_MB_2001_134023
ER  - 
%0 Journal Article
%A Bensoussan, A.
%A Frehse, J.
%T On Bellman systems without zero order term in the context of risk sensitive differential games
%J Mathematica Bohemica
%D 2001
%P 275-280
%V 126
%N 2
%I mathdoc
%U http://geodesic.mathdoc.fr/articles/10.21136/MB.2001.134023/
%R 10.21136/MB.2001.134023
%G en
%F 10_21136_MB_2001_134023
Bensoussan, A.; Frehse, J. On Bellman systems without zero order term in the context of risk sensitive differential games. Mathematica Bohemica, Tome 126 (2001) no. 2, pp. 275-280. doi : 10.21136/MB.2001.134023. http://geodesic.mathdoc.fr/articles/10.21136/MB.2001.134023/

Cité par Sources :