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