Nonzero-sum risk-sensitive stochastic differential games with discounted costs
暂无分享,去创建一个
[1] A. Biswas,et al. Zero-Sum Stochastic Differential Games with Risk-Sensitive Cost , 2017, 1704.02689.
[2] A. Arapostathis,et al. Infinite horizon risk-sensitive control of diffusions without any blanket stability assumptions , 2016, 1601.00258.
[3] Mrinal K. Ghosh,et al. Zero-Sum Risk-Sensitive Stochastic Differential Games , 2012, Math. Oper. Res..
[4] A. Biswas. Risk Sensitive Control of Diffusions with Small Running Cost , 2011 .
[5] W. Fleming,et al. On the value of stochastic differential games , 2011 .
[6] V. Borkar,et al. Risk-Sensitive Control with Near Monotone Cost , 2010 .
[7] Erratum to: Risk-Sensitive Control with Near Monotone Cost , 2010 .
[8] J. Menaldi,et al. Remarks on Risk-Sensitive Control Problems , 2005 .
[9] A. Nowak. Notes on Risk-Sensitive Nash Equilibria , 2005 .
[10] Sean R Eddy,et al. What is dynamic programming? , 2004, Nature Biotechnology.
[11] Robust control of discrete-time hybrid systems with uncertain modal dynamics , 2004 .
[12] S. Hamadène,et al. BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations , 2003 .
[13] Hideo Nagai,et al. Optimal Strategies for Risk-Sensitive Portfolio Optimization Problems for General Factor Models , 2002, SIAM J. Control. Optim..
[14] Risk-sensitive control of stochastic hybrid systems on infinitetime horizon , 2000 .
[15] T. Başar. Nash Equilibria of Risk-Sensitive Nonlinear Stochastic Differential Games , 1999 .
[16] A. Bensoussan,et al. Min-Max Characterization of a Small Noise Limit on Risk-Sensitive Control , 1997 .
[17] M. K. Ghosh,et al. Stochastic differential games: Occupation measure based approach , 1996 .
[18] A. Bensoussan,et al. Some Results on Risk-Sensitive Control with Full Observation , 1995 .
[19] W. Fleming,et al. Risk-Sensitive Control on an Infinite Time Horizon , 1995 .
[20] D. E. Bell. Risk, return, and utility , 1995 .
[21] Alain Bensoussan,et al. Impulse Control and Quasi-Variational Inequalities , 1984 .
[22] N. Okada. On the Banach-Saks property , 1984 .
[23] Robert J. Elliott,et al. Optimal Play in a Stochastic Differential Game , 1981 .
[24] P. Varaiya. N-player stochastic differential games , 1976 .
[25] Rhodes,et al. Optimal stochastic linear systems with exponential performance criteria and their relation to deterministic differential games , 1973 .
[26] V. Benes. Existence of Optimal Strategies Based on Specified Information, for a Class of Stochastic Decision Problems , 1970 .
[27] O. Ladyženskaja. Linear and Quasilinear Equations of Parabolic Type , 1968 .
[28] J. Warga,et al. Functions of Relaxed Controls , 1967 .
[29] K. Fan. Fixed-point and Minimax Theorems in Locally Convex Topological Linear Spaces. , 1952, Proceedings of the National Academy of Sciences of the United States of America.