Zero-sum stochastic differential games with risk-sensitive cost (Q2301679)

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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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