Pages that link to "Item:Q2301679"
From MaRDI portal
The following pages link to Zero-sum stochastic differential games with risk-sensitive cost (Q2301679):
Displaying 26 items.
- Zero-sum stochastic differential games and backward equations (Q674053) (← links)
- Zero-sum risk-sensitive stochastic games (Q730353) (← links)
- Total risk aversion, stochastic optimal control, and differential games (Q1813219) (← links)
- Risk-sensitive ergodic control of reflected diffusion processes in orthant (Q2041018) (← links)
- Risk-sensitive zero-sum stochastic differential game for jump-diffusions (Q2059477) (← links)
- Zero-sum games for pure jump processes with risk-sensitive discounted cost criteria (Q2068807) (← links)
- Zero-sum risk-sensitive stochastic games with unbounded payoff functions and varying discount factors (Q2102090) (← links)
- Risk-sensitive control for a class of diffusions with jumps (Q2108886) (← links)
- A nonzero-sum risk-sensitive stochastic differential game in the orthant (Q2119442) (← links)
- Risk-sensitive nonzero-sum stochastic differential game with unbounded coefficients (Q2245622) (← links)
- Zero-sum games for continuous-time Markov jump processes with risk-sensitive finite-horizon cost criterion (Q2417050) (← links)
- Zero-sum risk-sensitive stochastic games on a countable state space (Q2434509) (← links)
- On Bellman systems without zero order term in the context of risk sensitive differential games (Q2760919) (← links)
- Zero-sum risk-sensitive stochastic differential games (Q2925338) (← links)
- Risk-sensitive stochastic differential games with reflecting diffusions (Q4607787) (← links)
- A Game Theoretical Approach to Homothetic Robust Forward Investment Performance Processes in Stochastic Factor Models (Q4958395) (← links)
- Nonzero-sum risk-sensitive stochastic differential games with discounted costs (Q4986426) (← links)
- Zero-sum semi-Markov games with a probability criterion (Q5086912) (← links)
- A Variational Formula for Risk-Sensitive Control of Diffusions in $\mathbb{R}^d$ (Q5208746) (← links)
- Risk-Sensitive Zero-Sum Differential Games (Q5223656) (← links)
- Zero-sum risk-sensitive stochastic differential games with reflecting diffusions in the orthant (Q5854407) (← links)
- A Variational Characterization of the Risk-Sensitive Average Reward for Controlled Diffusions on $\mathbb{R}^d$ (Q5855517) (← links)
- Ergodic risk-sensitive stochastic differential games with reflecting diffusions in a bounded domain (Q5859959) (← links)
- Zero and non-zero sum risk-sensitive Semi-Markov games (Q5876581) (← links)
- Partially observed risk-sensitive stochastic control problems with non-convexity restriction (Q6076827) (← links)
- Nonzero-sum risk-sensitive stochastic differential games: a multi-parameter eigenvalue problem approach (Q6099691) (← links)