Zero-sum risk-sensitive stochastic differential games with reflecting diffusions in the orthant (Q5854407)
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scientific article; zbMATH DE number 7323776
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Zero-sum risk-sensitive stochastic differential games with reflecting diffusions in the orthant |
scientific article; zbMATH DE number 7323776 |
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Zero-sum risk-sensitive stochastic differential games with reflecting diffusions in the orthant (English)
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17 March 2021
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reflected diffusion processes
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risk-sensitive criterion
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Hamilton-Jacobi-Isaacs equation
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saddle point equlibria
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