Nonzero-sum risk-sensitive stochastic differential games with discounted costs
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Cited in
(26)- Nash equilibria of risk-sensitive nonlinear stochastic differential games
- Risk-sensitive ergodic control of reflected diffusion processes in orthant
- Risk-sensitive zero-sum stochastic differential game for jump-diffusions
- Nonzero-sum risk-sensitive average stochastic games: The case of unbounded costs
- Zero-sum risk-sensitive stochastic games with unbounded payoff functions and varying discount factors
- A nonzero-sum risk-sensitive stochastic differential game in the orthant
- Risk-sensitive nonzero-sum stochastic differential game with unbounded coefficients
- Zero-sum stochastic differential games with risk-sensitive cost
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- Nonzero-sum risk-sensitive continuous-time stochastic games with ergodic costs
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- Risk-sensitive stochastic differential games with reflecting diffusions
- scientific article; zbMATH DE number 1884281 (Why is no real title available?)
- Nonzero-sum risk-sensitive stochastic games on a countable state space
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