Robust non-zero-sum stochastic differential reinsurance game (Q320290): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+B30
@@ Property / Mathematics Subject Classification ID: 91B30 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+A15
@@ Property / Mathematics Subject Classification ID: 91A15 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+E20
@@ Property / Mathematics Subject Classification ID: 93E20 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6633927
@@ Property / zbMATH DE Number: 6633927 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+reinsurance
@@ Property / zbMATH Keywords: reinsurance / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+non-zero-sum stochastic differential game
@@ Property / zbMATH Keywords: non-zero-sum stochastic differential game / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+relative performance concerns
@@ Property / zbMATH Keywords: relative performance concerns / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+model uncertainty
@@ Property / zbMATH Keywords: model uncertainty / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Hamiltonian-Jacobi-Bellman-Isaacs equation
@@ Property / zbMATH Keywords: Hamiltonian-Jacobi-Bellman-Isaacs equation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Nash equilibrium
@@ Property / zbMATH Keywords: Nash equilibrium / rank @@
+Normal rank

Revision as of 02:49, 28 June 2023