A nonzero-sum risk-sensitive stochastic differential game in the orthant (Q2119442)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A nonzero-sum risk-sensitive stochastic differential game in the orthant |
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A nonzero-sum risk-sensitive stochastic differential game in the orthant (English)
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29 March 2022
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reflected diffusion processes
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risk-sensitive criteria
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stochastic differential games
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Nash equilibria
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principal eigenvalue
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