Zero-Sum Risk-Sensitive Stochastic Differential Games
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Publication:2925338
DOI10.1287/moor.1120.0542zbMath1297.91029OpenAlexW2147055767MaRDI QIDQ2925338
Mrinal K. Ghosh, Arnab K. Basu
Publication date: 21 October 2014
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/moor.1120.0542
Differential games and control (49N70) Differential games (aspects of game theory) (91A23) Stochastic games, stochastic differential games (91A15)
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