On Bellman systems without zero order term in the context of risk sensitive differential games

DOI10.21136/MB.2001.134023zbMath0985.91007OpenAlexW2745452103MaRDI QIDQ2760919

Jens Frehse, Alain Bensoussan

Publication date: 16 December 2001

Full work available at URL: https://eudml.org/doc/230562

zbMATH Keywords

Bellman equationstochastic differential gamesrisk sensitive controlquadratic growthdiagonal elliptic systems

Mathematics Subject Classification ID

Control/observation systems governed by partial differential equations (93C20) Applications of game theory (91A80) Optimal stochastic control (93E20) Stochastic games, stochastic differential games (91A15)

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