Risk-sensitive stochastic differential games with reflecting diffusions (Q4607787)
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scientific article; zbMATH DE number 6850126
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk-sensitive stochastic differential games with reflecting diffusions |
scientific article; zbMATH DE number 6850126 |
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Risk-sensitive stochastic differential games with reflecting diffusions (English)
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14 March 2018
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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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Hamilton-Jacobi-Isaacs equations
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Nash/saddle point equilibria
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