On Bellman systems without zero order term in the context of risk sensitive differential games
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Publication:2760919
DOI10.21136/MB.2001.134023zbMath0985.91007OpenAlexW2745452103MaRDI QIDQ2760919
Publication date: 16 December 2001
Full work available at URL: https://eudml.org/doc/230562
Bellman equationstochastic differential gamesrisk sensitive controlquadratic growthdiagonal elliptic systems
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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