Nonzero-sum risk-sensitive stochastic differential games with discounted costs (Q4986426)
From MaRDI portal
scientific article; zbMATH DE number 7339884
Language | Label | Description | Also known as |
---|---|---|---|
English | Nonzero-sum risk-sensitive stochastic differential games with discounted costs |
scientific article; zbMATH DE number 7339884 |
Statements
Nonzero-sum risk-sensitive stochastic differential games with discounted costs (English)
0 references
27 April 2021
0 references
risk-sensitive criterion
0 references
controlled diffusions
0 references
coupled HJB equations
0 references
Nash equilibrium
0 references
eventually stationary strategy
0 references
0 references
0 references
0 references