Stochastic games with risk sensitive pay off for n-players

In this paper we extend some of the results of the authorson stochastic differential gamesto the case of risk sensitive payoffs.

Bibliographic Details
Main Authors: Alain Bensoussan, Jens Frehse
Format: Article
Language:English
Published: Università degli Studi di Catania 2000-11-01
Series:Le Matematiche
Online Access:http://www.dmi.unict.it/ojs/index.php/lematematiche/article/view/303
Description
Summary:In this paper we extend some of the results of the authorson stochastic differential gamesto the case of risk sensitive payoffs.
ISSN:0373-3505
2037-5298