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Revision as of 21:37, 21 July 2024

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Zero-sum stochastic differential games with risk-sensitive cost
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    Zero-sum stochastic differential games with risk-sensitive cost (English)
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    25 February 2020
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    stochastic differential games
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    risk-sensitive payoff
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    Hamilton-Jacobi-Isaacs equations
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    saddle point strategy
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    verification result
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