Nonzero-sum risk-sensitive finite-horizon continuous-time stochastic games-Reference-Cited by-同舟云学术

Nonzero-sum risk-sensitive finite-horizon continuous-time stochastic games

Published:2019-04 Issue: Volume:147 Page:96-104
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Wei Qingda

Funder

National Natural Science Foundation of China

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference21 articles.

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5. Lectures on BSDEs, Stochastic Control, and Stochastic Differential Games with Financial Applications;Carmona,2016

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