%0 Journal Article %A Weihua Ruan and Kuan-Chou Chen %D 2017 %J International Journal of Mathematical and Computational Sciences %B World Academy of Science, Engineering and Technology %I Open Science Index 127, 2017 %T A Study of Hamilton-Jacobi-Bellman Equation Systems Arising in Differential Game Models of Changing Society %U https://publications.waset.org/pdf/10008144 %V 127 %X This paper is concerned with a system of Hamilton-Jacobi-Bellman equations coupled with an autonomous dynamical system. The mathematical system arises in the differential game formulation of political economy models as an infinite-horizon continuous-time differential game with discounted instantaneous payoff rates and continuously and discretely varying state variables. The existence of a weak solution of the PDE system is proven and a computational scheme of approximate solution is developed for a class of such systems. A model of democratization is mathematically analyzed as an illustration of application. %P 320 - 333