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

  • Published:2020-07-23 Issue:2 Volume:39 Page:306-326
  • ISSN:0736-2994
  • Container-title:Stochastic Analysis and Applications
  • language:en
  • Short-container-title:Stochastic Analysis and Applications

Author:

Ghosh Mrinal K.1,Suresh Kumar K.2,Pal Chandan3,Pradhan Somnath4

Affiliation:

1. Department of Mathematics, Indian Institute of Science, Bangalore, India

2. Department of Mathematics, Indian Institute of Technology Bombay, Mumbai, India

3. Department of Mathematics, Indian Institute of Technology Guwahati, Guwahati, India

4. Department of Mathematics, Indian Institute of Science Education and Research, Pune, India

Funder

DST-SERB, India

SERB, India

Publisher

Informa UK Limited

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

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