Risk Sensitive Stochastic Control and Differential Games

Communications in Information and Systems
doi 10.4310/cis.2006.v6.n3.a1
Full Text
Abstract

Available in full text

Date
Authors
Publisher

International Press of Boston

Related search

Risk-Sensitive Mean-Field Stochastic Differential Games

IFAC Proceedings Volumes
2011English

Forward–Backward Stochastic Differential Games and Stochastic Control Under Model Uncertainty

Journal of Optimization Theory and Applications
ControlManagement ScienceApplied MathematicsOptimizationOperations Research
2012English

Lectures on BSDEs, Stochastic Control, and Stochastic Differential Games With Financial Applications

2016English

Differential Games for Stochastic Partial Differential Equations

Nagoya Mathematical Journal
Mathematics
1993English

Switching Games of Stochastic Differential Systems

SIAM Journal on Control and Optimization
ControlApplied MathematicsOptimization
2007English

Existence of Nash Equilibria in Stochastic Games of Resource Extraction With Risk-Sensitive Players

TOP
Information SystemsProbabilityCombinatoricsSimulationManagement ScienceManagementStatisticsDiscrete MathematicsModelingOperations Research
2019English

Linear-Quadratic Stochastic Differential Games for Distributed Parameter Systems

Computers and Mathematics with Applications
MathematicsComputational MathematicsSimulationModelingComputational Theory
1987English

Discounted Robust Stochastic Games and an Application to Queueing Control

Operations Research
Management ScienceComputer Science ApplicationsOperations Research
2011English

Stochastic Bankruptcy Games

International Journal of Game Theory
StatisticsProbabilityUncertaintyEconomicsSocial SciencesMathematicsEconometrics
2012English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy