Risk-sensitive nonzero-sum stochastic differential game with unbounded coefficients

DOI10.1007/s13235-020-00353-0zbMath1475.91023arXiv1412.1213OpenAlexW3016579348MaRDI QIDQ2245622

Rui Mu, Said Hamadène

Publication date: 15 November 2021

Published in: Dynamic Games and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1412.1213

zbMATH Keywords

backward stochastic differential equationsnonzero-sum stochastic differential gamesrisk-sensitiveNash equilibrium point

Mathematics Subject Classification ID

Stochastic games, stochastic differential games (91A15)

Related Items (2)

Two-person zero-sum risk-sensitive stochastic games with incomplete reward information on one side ⋮ Robust risk‐sensitive control

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