Zero-sum stochastic differential games with risk-sensitive cost (Q2301679)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Zero-sum stochastic differential games with risk-sensitive cost |
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Zero-sum stochastic differential games with risk-sensitive cost (English)
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25 February 2020
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stochastic differential games
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risk-sensitive payoff
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Hamilton-Jacobi-Isaacs equations
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saddle point strategy
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verification result
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