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Nonzero-sum risk-sensitive stochastic differential games with discounted costs
Stochastic Analysis and Applications ( IF 1.3 ) Pub Date : 2020-07-23 , DOI: 10.1080/07362994.2020.1796707 Mrinal K. Ghosh 1 , K. Suresh Kumar 2 , Chandan Pal 3 , Somnath Pradhan 4
Stochastic Analysis and Applications ( IF 1.3 ) Pub Date : 2020-07-23 , DOI: 10.1080/07362994.2020.1796707 Mrinal K. Ghosh 1 , K. Suresh Kumar 2 , Chandan Pal 3 , Somnath Pradhan 4
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We study nonzero-sum stochastic differential games with risk-sensitive discounted cost criteria. Under fairly general conditions on drift term and diffusion coefficients, we establish a Nash equili...
中文翻译:
具有折扣成本的非零和风险敏感随机微分博弈
我们研究具有风险敏感贴现成本标准的非零和随机微分博弈。在漂移项和扩散系数相当一般的条件下,我们建立了纳什均衡...
更新日期:2020-07-23
中文翻译:
具有折扣成本的非零和风险敏感随机微分博弈
我们研究具有风险敏感贴现成本标准的非零和随机微分博弈。在漂移项和扩散系数相当一般的条件下,我们建立了纳什均衡...