Risk-sensitive stochastic differential games with reflecting diffusions

Stochastic Analysis and Applications ◽

10.1080/07362994.2017.1356732 ◽

2017 ◽

Vol 36 (1) ◽

pp. 1-27 ◽

Author(s):

Mrinal K. Ghosh ◽

Somnath Pradhan

Keyword(s):

Differential Games ◽

Stochastic Differential Games ◽

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Nash Equilibria of Risk-Sensitive Nonlinear Stochastic Differential Games

Journal of Optimization Theory and Applications ◽

10.1023/a:1022678204735 ◽

1999 ◽

Vol 100 (3) ◽

pp. 479-498 ◽

Author(s):

T. Başar

Keyword(s):

Differential Games ◽

Nash Equilibria ◽

Stochastic Differential Games ◽

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Nonzero-sum risk-sensitive stochastic differential games with discounted costs

Stochastic Analysis and Applications ◽

10.1080/07362994.2020.1796707 ◽

2020 ◽

pp. 1-21 ◽

Author(s):

Mrinal K. Ghosh ◽

K. Suresh Kumar ◽

Chandan Pal ◽

Somnath Pradhan

Keyword(s):

Differential Games ◽

Stochastic Differential Games ◽

Risk Sensitive ◽

Discounted Costs

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Zero-Sum Risk-Sensitive Stochastic Differential Games

Mathematics of Operations Research ◽

10.1287/moor.1120.0542 ◽

2012 ◽

Vol 37 (3) ◽

pp. 437-449 ◽

Author(s):

Arnab Basu ◽

Mrinal K. Ghosh

Keyword(s):

Differential Games ◽

Stochastic Differential Games ◽

Risk Sensitive ◽

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Ergodic risk-sensitive stochastic differential games with reflecting diffusions in a bounded domain

Stochastic Analysis and Applications ◽

10.1080/07362994.2020.1845207 ◽

2020 ◽

pp. 1-23

Author(s):

Mrinal K. Ghosh ◽

Somnath Pradhan

Keyword(s):

Differential Games ◽

Bounded Domain ◽

Stochastic Differential Games ◽

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Multiple objective risk-sensitive control and stochastic differential games

Proceedings of the 38th IEEE Conference on Decision and Control (Cat. No.99CH36304) ◽

10.1109/cdc.1999.832841 ◽

2003 ◽

Author(s):

A.E.B. Lim ◽

X.Y. Zhou ◽

J.B. Moore

Keyword(s):

Differential Games ◽

Stochastic Differential Games ◽

Multiple Objective ◽

Risk Sensitive ◽

Objective Risk ◽

Risk Sensitive Control

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Risk-Sensitive Mean-Field Stochastic Differential Games

IFAC Proceedings Volumes ◽

10.3182/20110828-6-it-1002.02247 ◽

2011 ◽

Vol 44 (1) ◽

pp. 3222-3227 ◽

Author(s):

Hamidou Tembine ◽

Quanyan Zhu ◽

Tamer Basar

Keyword(s):

Differential Games ◽

Stochastic Differential Games ◽

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Zero-Sum Stochastic Differential Games with Risk-Sensitive Cost

Applied Mathematics & Optimization ◽

10.1007/s00245-018-9479-8 ◽

2018 ◽

Vol 81 (1) ◽

pp. 113-140 ◽

Author(s):

Anup Biswas ◽

Subhamay Saha

Keyword(s):

Differential Games ◽

Stochastic Differential Games ◽

Risk Sensitive ◽

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Hybrid risk-sensitive mean-field stochastic differential games with application to molecular biology

IEEE Conference on Decision and Control and European Control Conference ◽

10.1109/cdc.2011.6161035 ◽

2011 ◽

Author(s):

Quanyan Zhu ◽

Hamidou Tembine ◽

Tamer Basar

Keyword(s):

Molecular Biology ◽

Differential Games ◽

Stochastic Differential Games ◽

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Near Optimal Strategy for Nonlinear Stochastic Differential Games Based on the Technique of Statistical Linearization

ACTA AUTOMATICA SINICA ◽

10.3724/sp.j.1004.2013.00390 ◽

2014 ◽

Vol 39 (4) ◽

pp. 390-399

Author(s):

Ping ZHANG ◽

Yang-Wang FANG ◽

Xiao-Bin HUI ◽

Xin-Ai LIU ◽

Liang LI

Keyword(s):

Differential Games ◽

Optimal Strategy ◽

Stochastic Differential Games ◽

Statistical Linearization

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Mean-field type forward-backward doubly stochastic differential equations and related stochastic differential games

Frontiers of Mathematics in China ◽

10.1007/s11464-020-0889-y ◽

2020 ◽

Vol 15 (6) ◽

pp. 1307-1326

Author(s):

Qingfeng Zhu ◽

Lijiao Su ◽

Fuguo Liu ◽

Yufeng Shi ◽

Yong’ao Shen ◽

...

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Differential Games ◽

Stochastic Differential Games ◽

Doubly Stochastic

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