Nonzero-sum risk-nsitive stochastic differential games with discounted costs
期刊名称： Stochastic Analysis and Applications
at times作者： Mrinal K Ghosh,K. Suresh Kumar,Chandan Pal,Somnath Pradhanhamburg
年份： 2020年
威斯康星大学麦迪逊分校关键词： Risk-nsitive criterion;controlled diffusions;coupled HJB
equations;Nash equilibrium;eventually stationary strategy;Primary:
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91A15Secondary: 91A23
手机英语翻译器>toy box摘要：We study nonzero-sum stochastic differential games with risk-nsitive discounted cost criteria. Under fairly general conditions on drift term and diffusion coefficients, we establish a Nash equilibrium in Markov strategies for the discounted cost criterion. We achieve our results by studying relevant systems of coupled HJB equations.
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内容由中国教育图书进出口有限公司引进
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