Zero-sum games for pure jump processes with risk-sensitive discounted cost criteria (Q2068807): Difference between revisions
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Revision as of 05:45, 5 March 2024
scientific article
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English | Zero-sum games for pure jump processes with risk-sensitive discounted cost criteria |
scientific article |
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Zero-sum games for pure jump processes with risk-sensitive discounted cost criteria (English)
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20 January 2022
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pure jump process
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Markov strategy
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value of the game
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saddle point equilibrium
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HJI equation
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