Ergodic risk-sensitive stochastic differential games with reflecting diffusions in a bounded domain (Q5859959)
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scientific article; zbMATH DE number 7429244
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ergodic risk-sensitive stochastic differential games with reflecting diffusions in a bounded domain |
scientific article; zbMATH DE number 7429244 |
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Ergodic risk-sensitive stochastic differential games with reflecting diffusions in a bounded domain (English)
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18 November 2021
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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-Bellman equations
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Nash/saddle point equilibria
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