Risk-sensitive stochastic differential games with reflecting diffusions (Q4607787)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Risk-sensitive stochastic differential games with reflecting diffusions |
scientific article; zbMATH DE number 6850126
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Risk-sensitive stochastic differential games with reflecting diffusions |
scientific article; zbMATH DE number 6850126 |
Statements
Risk-sensitive stochastic differential games with reflecting diffusions (English)
0 references
14 March 2018
0 references
reflected diffusion processes
0 references
risk sensitive criteria
0 references
stochastic differential games
0 references
Hamilton-Jacobi-Isaacs equations
0 references
Nash/saddle point equilibria
0 references
0 references
0 references
0.9683634
0 references
0.9505383
0 references
0.9430244
0 references
0.9393529
0 references
0.93825614
0 references
0.9380518
0 references
0.9348793
0 references
0.93075776
0 references
0.9294544
0 references