Existence and compactness for weak solutions to bellman systems with critical growth

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Existence and compactness for weak solutions to bellman systems with critical growth

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title Existence and compactness for weak solutions to bellman systems with critical growth
title.alternative Discrete And Continuous Dynamical Systems - Series B
contributor.author Bensoussan, Alain
contributor.author Bulíĉek, M.
contributor.author Frehse, J.
contributor.ISNI 0000 0001 1323 1180 (Bensoussan, A)
contributor.LCNA 2002119562‏ (Bensoussan, A)
description "This research was supported by WCU (World Class University) program through the Korea Science and Engineering Foundation funded by the Ministry of Education, Science and Technology (R31-20007). . . . The support of the Collaborative Research Center (SFB 611) is also acknowledged."
description.abstract We deal with nonlinear elliptic and parabolic systems that are the Bellman systems associated to stochastic differential games as a main motivation. We establish the existence of weak solutions in any dimension for an arbitrary number of equations (\players"). The method is based on using a renormalized sub- and super-solution technique. The main novelty consists in the new structure conditions on the critical growth terms with allow us to show weak solvability for Bellman systems to certain classes of stochastic differential games.
identifier.issn 1531-3492
identifier.uri http://hdl.handle.net/10735.1/3192
identifier.bibliographicCitation Bensoussan, A., M. Bulíĉek, and J. Frehse. 2012. "Existence and Compactness for Weak Solutions to Bellman Systems with Critical Growth." Discrete And Continuous Dynamical Systems - Series B 17(6): 1729-1750.
identifier.volume 17
identifier.issue 6
identifier.startpage 1729
subject Stochastic games
subject Bellman systems
date.issued 2012-9
relation.uri http://dx.doi.org/10.3934/dcdsb.2012.17.1729
rights © 2012 American Institute of Mathematical Sciences
source.journal Discrete And Continuous Dynamical Systems - Series B

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