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Nash equilibria of risk-sensitive nonlinear stochastic differential games - MaRDI portal

Nash equilibria of risk-sensitive nonlinear stochastic differential games (Q1289390)

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scientific article; zbMATH DE number 1292917
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English
Nash equilibria of risk-sensitive nonlinear stochastic differential games
scientific article; zbMATH DE number 1292917

    Statements

    Nash equilibria of risk-sensitive nonlinear stochastic differential games (English)
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    28 November 2000
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    nonzero-sum differential games
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    nonlinear \(H_\infty\)-control
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    risk-sensitive stochastic control
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    perturbation methods
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