Nonzero-sum risk-sensitive continuous-time stochastic games with ergodic costs (Q2673514)

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Nonzero-sum risk-sensitive continuous-time stochastic games with ergodic costs
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    Nonzero-sum risk-sensitive continuous-time stochastic games with ergodic costs (English)
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    10 June 2022
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    nonzero-sum game
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    risk-sensitive ergodic cost criterion
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    stationary strategies
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    coupled HJB equations
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    Fan's fixed point theorem
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    Nash equilibrium
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