Nonzero-sum risk-sensitive stochastic differential games with discounted costs (Q4986426)
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scientific article; zbMATH DE number 7339884
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonzero-sum risk-sensitive stochastic differential games with discounted costs |
scientific article; zbMATH DE number 7339884 |
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Nonzero-sum risk-sensitive stochastic differential games with discounted costs (English)
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27 April 2021
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risk-sensitive criterion
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controlled diffusions
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coupled HJB equations
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Nash equilibrium
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eventually stationary strategy
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