Zero-sum games for pure jump processes with risk-sensitive discounted cost criteria (Q2068807): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.3934/jdg.2021020 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W3178622102 / rank | |||
Normal rank |
Revision as of 18:57, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Zero-sum games for pure jump processes with risk-sensitive discounted cost criteria |
scientific article |
Statements
Zero-sum games for pure jump processes with risk-sensitive discounted cost criteria (English)
0 references
20 January 2022
0 references
pure jump process
0 references
Markov strategy
0 references
value of the game
0 references
saddle point equilibrium
0 references
HJI equation
0 references