Ergodic risk-sensitive stochastic differential games with reflecting diffusions in a bounded domain
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Publication:5859959
DOI10.1080/07362994.2020.1845207zbMath1475.91022OpenAlexW3105645160WikidataQ114100300 ScholiaQ114100300MaRDI QIDQ5859959
Somnath Pradhan, Mrinal K. Ghosh
Publication date: 18 November 2021
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362994.2020.1845207
Hamilton-Jacobi-Bellman equationsstochastic differential gamesreflected diffusion processesNash/saddle point equilibriarisk sensitive criteria
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