Zero-sum stochastic differential games with risk-sensitive cost (Q2301679): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: Publication / rank | |||
Normal rank | |||
Revision as of 06:39, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Zero-sum stochastic differential games with risk-sensitive cost |
scientific article |
Statements
Zero-sum stochastic differential games with risk-sensitive cost (English)
0 references
25 February 2020
0 references
stochastic differential games
0 references
risk-sensitive payoff
0 references
Hamilton-Jacobi-Isaacs equations
0 references
saddle point strategy
0 references
verification result
0 references
