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Nonlinear Elliptic Systems Arising from Ergodic Control

  • Alain Bensoussan
  • Jens Frehse
Part of the Applied Mathematical Sciences book series (AMS, volume 151)

Abstract

In Chapter 3 we considered Bellman systems of equations arising from the theory of stochastic games. L estimates were instrumental in deriving the other types of estimates (in H 1, W 1,p ,C δ ), and the maximum principle was the main tool used to achieve this goal.

Keywords

Maximum Principle Green Function Strong Convergence Differential Game Smallness Condition 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2002

Authors and Affiliations

  • Alain Bensoussan
    • 1
  • Jens Frehse
    • 2
  1. 1.CNESParisFrance
  2. 2.Institut für Angewandte MathematikUniversität BonnBonnGermany

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