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On Bellman systems without zero order term in the context of risk sensitive differential games - MaRDI portal

On Bellman systems without zero order term in the context of risk sensitive differential games (Q2760919)

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scientific article; zbMATH DE number 1682547
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English
On Bellman systems without zero order term in the context of risk sensitive differential games
scientific article; zbMATH DE number 1682547

    Statements

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    16 December 2001
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    diagonal elliptic systems
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    quadratic growth
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    stochastic differential games
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    Bellman equation
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    risk sensitive control
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    On Bellman systems without zero order term in the context of risk sensitive differential games (English)
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