Risk-sensitive zero-sum stochastic differential game for jump-diffusions
type: Item
instance of: scholarly article
title: Risk-sensitive zero-sum stochastic differential game for jump-diffusions
zbMATH Open document ID: 1480.91029
author: Somnath Pradhan
published in: Systems \& Control Letters
publication date: 2021-12-14T00:00:00Z
Mathematics Subject Classification ID: 91A15
Mathematics Subject Classification ID: 91A10
Mathematics Subject Classification ID: 60G51
Mathematics Subject Classification ID: 60G55
Mathematics Subject Classification ID: 45K05
zbMATH DE Number: 7444388
zbMATH Keywords: Lévy processes
zbMATH Keywords: principal eigenvalue
zbMATH Keywords: integro-partial differential equation
zbMATH Keywords: saddle point equilibria
MaRDI profile type: Publication
full work available at URL: j.sysconle.2021.105033
OpenAlex ID: W3202202364
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DOI: 10.1016/J.SYSCONLE.2021.105033
description: scientific article; zbMATH DE number 7444388