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Risk-sensitive stochastic differential games with reflecting diffusions - MaRDI portal

Risk-sensitive stochastic differential games with reflecting diffusions (Q4607787)

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scientific article; zbMATH DE number 6850126
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English
Risk-sensitive stochastic differential games with reflecting diffusions
scientific article; zbMATH DE number 6850126

    Statements

    title
    Risk-sensitive stochastic differential games with reflecting diffusions (English)
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    author
    Mrinal K. Ghosh
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    Somnath Pradhan
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    publication date
    14 March 2018
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    zbMATH Keywords
    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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    Identifiers

    Mathematics Subject Classification ID
    91A15
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    91A23
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    35Q91
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    zbMATH DE Number
    6850126
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    OpenAlex ID
    W2760560391
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