Bensoussan, Alain; Frehse, Jens; Yam, Sheung Chi Phillip Systems of quasilinear parabolic equations in \(\mathbb{R}^n\) and systems of quadratic backward stochastic differential equations. (English. French summary) Zbl 1461.35132 J. Math. Pures Appl. (9) 149, 135-185 (2021). MSC: 35K59 35K45 49N70 60H15 91A06 35R60 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., J. Math. Pures Appl. (9) 149, 135--185 (2021; Zbl 1461.35132) Full Text: DOI
Bensoussan, Alain; Bulíček, Miroslav; Frehse, Jens Bellman systems with mean field dependent dynamics. (English) Zbl 1397.35095 Chin. Ann. Math., Ser. B 39, No. 3, 461-486 (2018). MSC: 35J60 35K55 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., Chin. Ann. Math., Ser. B 39, No. 3, 461--486 (2018; Zbl 1397.35095) Full Text: DOI arXiv
Bensoussan, Alain; Breit, Dominic; Frehse, Jens Parabolic Bellman equations with risk control. (English) Zbl 1398.35113 SIAM J. Control Optim. 56, No. 2, 1535-1549 (2018). Reviewer: Vincenzo Vespri (Firenze) MSC: 35K55 93E20 35B50 35B65 49L20 35Q93 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., SIAM J. Control Optim. 56, No. 2, 1535--1549 (2018; Zbl 1398.35113) Full Text: DOI
Bensoussan, A.; Frehse, J.; Yam, S. C. P. On the interpretation of the master equation. (English) Zbl 1379.60063 Stochastic Processes Appl. 127, No. 7, 2093-2137 (2017). MSC: 60H15 60H30 35Q93 35K55 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., Stochastic Processes Appl. 127, No. 7, 2093--2137 (2017; Zbl 1379.60063) Full Text: DOI arXiv
Bensoussan, Alain; Breit, Dominic; Frehse, Jens Parabolic Bellman-systems with mean field dependence. (English) Zbl 1342.35054 Appl. Math. Optim. 73, No. 3, 419-432 (2016). MSC: 35B50 35K55 35B65 49L20 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., Appl. Math. Optim. 73, No. 3, 419--432 (2016; Zbl 1342.35054) Full Text: DOI
Bensoussan, Alain; Frehse, Jens; Grün, Christine On a system of PDEs associated to a game with a varying number of players. (English) Zbl 1319.49059 Commun. Math. Sci. 13, No. 3, 623-639 (2015). MSC: 49N70 91A15 91A23 35B45 35B65 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., Commun. Math. Sci. 13, No. 3, 623--639 (2015; Zbl 1319.49059) Full Text: DOI
Bensoussan, Alain; Frehse, Jens; Yam, Sheung Chi Phillip The master equation in mean field theory. (English. French summary) Zbl 1325.35232 J. Math. Pures Appl. (9) 103, No. 6, 1441-1474 (2015). Reviewer: Joep Evers (Burnaby) MSC: 35Q91 49N70 60H15 91A06 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., J. Math. Pures Appl. (9) 103, No. 6, 1441--1474 (2015; Zbl 1325.35232) Full Text: DOI arXiv
Bensoussan, Alain; Frehse, Jens; Grün, Christine Stochastic differential games with a varying number of players. (English) Zbl 1307.91032 Commun. Pure Appl. Anal. 13, No. 5, 1719-1736 (2014). MSC: 91A23 91A15 91A06 49N70 35B45 35B65 60H30 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., Commun. Pure Appl. Anal. 13, No. 5, 1719--1736 (2014; Zbl 1307.91032) Full Text: DOI
Bensoussan, Alain; Frehse, Jens; Yam, Phillip Mean field games and mean field type control theory. (English) Zbl 1287.93002 SpringerBriefs in Mathematics. New York, NY: Springer (ISBN 978-1-4614-8507-0/pbk; 978-1-4614-8508-7/ebook). x, 128 p. (2013). Reviewer: Eliane R. Rodrigues (México D. F.) MSC: 93-02 93C20 93E03 49L20 49N80 91A16 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., Mean field games and mean field type control theory. New York, NY: Springer (2013; Zbl 1287.93002) Full Text: DOI
Bensoussan, Alain; Frehse, Jens; Vogelgesang, Jens Nash and Stackelberg differential games. (English) Zbl 1254.91051 Chin. Ann. Math., Ser. B 33, No. 3, 317-332 (2012). MSC: 91A23 91A15 35Q91 35J60 35K55 35B65 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., Chin. Ann. Math., Ser. B 33, No. 3, 317--332 (2012; Zbl 1254.91051) Full Text: DOI
Bensoussan, Alain; Bulíček, Miroslav; Frehse, Jens Existence and compactness for weak solutions to Bellman systems with critical growth. (English) Zbl 1255.35106 Discrete Contin. Dyn. Syst., Ser. B 17, No. 6, 1729-1750 (2012). Reviewer: Dian K. Palagachev (Bari) MSC: 35J60 35K55 35B65 35D30 60H30 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., Discrete Contin. Dyn. Syst., Ser. B 17, No. 6, 1729--1750 (2012; Zbl 1255.35106) Full Text: DOI
Bulíček, Miroslav; Frehse, Jens On nonlinear elliptic Bellman systems for a class of stochastic differential games in arbitrary dimension. (English) Zbl 1228.35101 Math. Models Methods Appl. Sci. 21, No. 1, 215-240 (2011). Reviewer: Vicente Montesinos Santalucía (Valencia) MSC: 35J60 35K55 35Q91 35B65 91A15 91A23 PDFBibTeX XMLCite \textit{M. Bulíček} and \textit{J. Frehse}, Math. Models Methods Appl. Sci. 21, No. 1, 215--240 (2011; Zbl 1228.35101) Full Text: DOI
Bensoussan, Alain; Frehse, Jens; Vogelgesang, Jens Systems of Bellman equations to stochastic differential games with non-compact coupling. (English) Zbl 1191.35275 Discrete Contin. Dyn. Syst. 27, No. 4, 1375-1389 (2010). MSC: 35R60 35Q91 35B65 91A15 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., Discrete Contin. Dyn. Syst. 27, No. 4, 1375--1389 (2010; Zbl 1191.35275) Full Text: DOI
Bensoussan, Alain; Frehse, Jens Diagonal elliptic Bellman systems for stochastic differential games with discount control and noncompact coupling. (English) Zbl 1196.35082 Rend. Mat. Appl., VII. Ser. 29, No. 1, 1-16 (2009). Reviewer: Dirk Blömker (Augsburg) MSC: 35J57 35A01 35D35 35J62 91A23 91A15 PDFBibTeX XMLCite \textit{A. Bensoussan} and \textit{J. Frehse}, Rend. Mat. Appl., VII. Ser. 29, No. 1, 1--16 (2009; Zbl 1196.35082)
Bensoussan, Alain; Frehse, Jens On diagonal elliptic and parabolic systems with super-quadratic Hamiltonians. (English) Zbl 1152.35361 Commun. Pure Appl. Anal. 8, No. 1, 83-94 (2009). MSC: 35J60 35K55 PDFBibTeX XMLCite \textit{A. Bensoussan} and \textit{J. Frehse}, Commun. Pure Appl. Anal. 8, No. 1, 83--94 (2009; Zbl 1152.35361) Full Text: DOI
Bensoussan, Alain; Frehse, Jens Systems of Bellman equations to stochastic differential games with discount control. (English) Zbl 1190.49045 Boll. Unione Mat. Ital. (9) 1, No. 3, 663-681 (2008). MSC: 49N70 91A23 93E03 35J47 49N60 PDFBibTeX XMLCite \textit{A. Bensoussan} and \textit{J. Frehse}, Boll. Unione Mat. Ital. (9) 1, No. 3, 663--681 (2008; Zbl 1190.49045)
Bensoussan, A.; Frehse, J. Stochastic games with risk sensitive payoffs for \(N\) players. (English) Zbl 1055.91006 Çapar, Uluğ (ed.) et al., Stochastic analysis and related topics VIII. Silivri workshop, Gazimagusa (North Cyprus), September 18–27 (2000). Selected Papers. Basel: Birkhäuser (ISBN 3-7643-6998-1/hbk). Prog. Probab. 53, 29-66 (2003). Reviewer: Xianping Guo (Guangzhou) MSC: 91A15 PDFBibTeX XMLCite \textit{A. Bensoussan} and \textit{J. Frehse}, Prog. Probab. 53, 29--66 (2003; Zbl 1055.91006)
Bensoussan, Alain; Frehse, Jens Smooth solutions of systems of quasilinear parabolic equations. (English) Zbl 1078.35022 ESAIM, Control Optim. Calc. Var. 8, 169-193 (2002). Reviewer: Evgeniy A. Kalita (Donetsk) MSC: 35B45 35K55 35B65 35K50 49N70 91A15 91A23 PDFBibTeX XMLCite \textit{A. Bensoussan} and \textit{J. Frehse}, ESAIM, Control Optim. Calc. Var. 8, 169--193 (2002; Zbl 1078.35022) Full Text: DOI Numdam EuDML
Frehse, J. Bellman systems of stochastic differential games with three players. (English) Zbl 1054.91511 Menaldi, José Luis (ed.) et al., Optimal control and partial differential equations. In honour of Professor Alain Bensoussan’s 60th birthday. Proceedings of the conference, Paris, France, December 4, 2000. Amsterdam: IOS Press; Tokyo: Ohmsha (ISBN 1-58603-096-5; 4-274-90412-1). 3-22 (2001). MSC: 91A15 35J60 93E20 35B65 PDFBibTeX XMLCite \textit{J. Frehse}, in: Optimal control and partial differential equations. In honour of Professor Alain Bensoussan's 60th birthday. Proceedings of the conference, Paris, France, December 4, 2000. Amsterdam: IOS Press; Tokyo: Ohmsha. 3--22 (2001; Zbl 1054.91511)
Bensoussan, A.; Frehse, J. On Bellman systems without zero order term in the context of risk sensitive differential games. (English) Zbl 0985.91007 Math. Bohem. 126, No. 2, 275-280 (2001). MSC: 91A15 93C20 93E20 91A80 PDFBibTeX XMLCite \textit{A. Bensoussan} and \textit{J. Frehse}, Math. Bohem. 126, No. 2, 275--280 (2001; Zbl 0985.91007) Full Text: EuDML
Bensoussan, Alain; Frehse, Jens Stochastic games with risk sensitive pay offs for \(N\)–players. (English) Zbl 1011.91012 Matematiche 55, Suppl. 2, 5-54 (2000). Reviewer: Srinivasa Raghava Mohan (New Delhi) MSC: 91A15 PDFBibTeX XMLCite \textit{A. Bensoussan} and \textit{J. Frehse}, Matematiche 55, 5--54 (2000; Zbl 1011.91012)
Bensoussan, A.; Frehse, J. Stochastic games for \(N\) players. (English) Zbl 0977.91006 J. Optimization Theory Appl. 105, No. 3, 543-565 (2000). Reviewer: Jean-Pierre Lepeltier (Le Mans) MSC: 91A15 91A23 90C39 PDFBibTeX XMLCite \textit{A. Bensoussan} and \textit{J. Frehse}, J. Optim. Theory Appl. 105, No. 3, 543--565 (2000; Zbl 0977.91006) Full Text: DOI
Bensoussan, A.; Frehse, J.; Nagai, H. Some results on risk-sensitive control with full observation. (English) Zbl 0896.93035 Appl. Math. Optimization 37, No. 1, 1-41 (1998). Reviewer: M.Nisio (Osaka) MSC: 93E20 49L20 35K55 91A23 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., Appl. Math. Optim. 37, No. 1, 1--41 (1998; Zbl 0896.93035) Full Text: DOI
Bensoussan, A.; Frehse, J. Ergodic Bellman systems for stochastic games in arbitrary dimension. (English) Zbl 0833.90141 Proc. R. Soc. Lond., Ser. A 449, No. 1935, 65-77 (1995). MSC: 91A15 91A23 60H10 91A60 60H30 PDFBibTeX XMLCite \textit{A. Bensoussan} and \textit{J. Frehse}, Proc. R. Soc. Lond., Ser. A 449, No. 1935, 65--77 (1995; Zbl 0833.90141) Full Text: DOI
Bensoussan, Alain; Frehse, Jens Ergodic Bellman systems for stochastic games. (English) Zbl 0830.90142 Elworthy, K.D. (ed.) et al., Differential equations, dynamical systems, and control science. A Festschrift in Honor of Lawrence Markus. New York, NY: Marcel Dekker. Lect. Notes Pure Appl. Math. 152, 411-421 (1994). Reviewer: J.-P.Lepeltier (Le Mans) MSC: 91A15 91A23 PDFBibTeX XMLCite \textit{A. Bensoussan} and \textit{J. Frehse}, Lect. Notes Pure Appl. Math. 152, 411--421 (1994; Zbl 0830.90142)
Bensoussan, A.; Frehse, J. Nonlinear elliptic systems in stochastic game theory. (English) Zbl 0531.93052 J. Reine Angew. Math. 350, 23-67 (1984). Reviewer: S.Lenhart MSC: 91A60 35D10 35J65 35D05 60H10 PDFBibTeX XMLCite \textit{A. Bensoussan} and \textit{J. Frehse}, J. Reine Angew. Math. 350, 23--67 (1984; Zbl 0531.93052) Full Text: Crelle EuDML
Bensoussan, Alain; Frehse, Jens Jeux différentiels stochastiques et systèmes d’équations aux dérivées partielles non linéaires. (French) Zbl 0467.93053 C. R. Acad. Sci., Paris, Sér. I 293, 187-190 (1981). MSC: 91A60 93E20 35G20 PDFBibTeX XMLCite \textit{A. Bensoussan} and \textit{J. Frehse}, C. R. Acad. Sci., Paris, Sér. I 293, 187--190 (1981; Zbl 0467.93053)