Zero-sum risk-sensitive stochastic differential games with reflecting diffusions in the orthant (Q5854407): Difference between revisions

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Revision as of 18:49, 24 July 2024

scientific article; zbMATH DE number 7323776
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Zero-sum risk-sensitive stochastic differential games with reflecting diffusions in the orthant
scientific article; zbMATH DE number 7323776

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    Zero-sum risk-sensitive stochastic differential games with reflecting diffusions in the orthant (English)
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    17 March 2021
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    reflected diffusion processes
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    risk-sensitive criterion
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    Hamilton-Jacobi-Isaacs equation
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    saddle point equlibria
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