Risk-Sensitive Zero-Sum Differential Games

DOI10.1109/TAC.2018.2846048zbMath1482.91032OpenAlexW2808328343WikidataQ129702953 ScholiaQ129702953MaRDI QIDQ5223656

Tyrone E. Duncan, Jun-Hee Moon, Tamer Başar

Publication date: 18 July 2019

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2018.2846048

Mathematics Subject Classification ID

2-person games (91A05) Differential games (aspects of game theory) (91A23)

Related Items (9)

Maximum principle for general partial information nonzero sum stochastic differential games and applications ⋮ Stochastic maximum principle for partially observed risk‐sensitive optimal control problems of mean‐field forward‐backward stochastic differential equations ⋮ Risk‐sensitive maximum principle for stochastic optimal control of mean‐field type Markov regime‐switching jump‐diffusion systems ⋮ Robust risk‐sensitive control ⋮ Risk‐sensitive stochastic maximum principle for forward‐backward systems involving impulse controls ⋮ The risk-sensitive maximum principle for controlled forward-backward stochastic differential equations ⋮ Mean-field type games between two players driven by backward stochastic differential equations ⋮ Risk-sensitive nonzero-sum stochastic differential game with unbounded coefficients ⋮ Robust designs through risk sensitivity: an overview

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