Risk-sensitive stochastic differential games with reflecting diffusions (Q4607787)

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scientific article; zbMATH DE number 6850126
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    Risk-sensitive stochastic differential games with reflecting diffusions
    scientific article; zbMATH DE number 6850126

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      Risk-sensitive stochastic differential games with reflecting diffusions (English)
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      14 March 2018
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      reflected diffusion processes
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      risk sensitive criteria
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      stochastic differential games
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      Hamilton-Jacobi-Isaacs equations
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      Nash/saddle point equilibria
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