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Ergodic risk-sensitive stochastic differential games with reflecting diffusions in a bounded domain
Ghosh, Mrinal K.
;
PRADHAN, SOMNATH
(
Taylor & Francis
,
2021
)
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Author
Ghosh, Mrinal K. (1)
PRADHAN, SOMNATH (1)
Subject
2020-DEC-WEEK1 (1)
2021 (1)
Hamilton–Jacobi–Bellman equations (1)
Nash/saddle point equilibria (1)
Reflected diffusion processes (1)
Risk sensitive criteria (1)
Stochastic differential games (1)
TOC-DEC-2020 (1)
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Date Issued
2021 (1)