| Article ID: | iaor20011973 |
| Country: | United States |
| Volume: | 105 |
| Issue: | 3 |
| Start Page Number: | 543 |
| End Page Number: | 565 |
| Publication Date: | Jun 2000 |
| Journal: | Journal of Optimization Theory and Applications |
| Authors: | Bensoussan A., Frehse J. |
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.