Nonzero-sum risk-sensitive stochastic differential games: a multi-parameter eigenvalue problem approach (Q6099691)
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scientific article; zbMATH DE number 7699487
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonzero-sum risk-sensitive stochastic differential games: a multi-parameter eigenvalue problem approach |
scientific article; zbMATH DE number 7699487 |
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Nonzero-sum risk-sensitive stochastic differential games: a multi-parameter eigenvalue problem approach (English)
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20 June 2023
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risk-sensitive cost criterion
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parametric family of Markov generators
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principal eigenvalue
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Nash equilibrium
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Hamilton-Jacobi-Bellman equations
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