Risk-sensitive nonzero-sum stochastic differential game with unbounded coefficients
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Publication:2245622
DOI10.1007/s13235-020-00353-0zbMath1475.91023arXiv1412.1213OpenAlexW3016579348MaRDI QIDQ2245622
Publication date: 15 November 2021
Published in: Dynamic Games and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1412.1213
backward stochastic differential equationsnonzero-sum stochastic differential gamesrisk-sensitiveNash equilibrium point
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