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.
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| Format: | Article |
| Language: | English |
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Università degli Studi di Catania
2000-11-01
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| Series: | Le Matematiche |
| Online Access: | http://www.dmi.unict.it/ojs/index.php/lematematiche/article/view/303 |
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doaj-4e442574d81c4ee1af2166f2bdb2590e |
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Article |
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doaj-4e442574d81c4ee1af2166f2bdb2590e2020-11-25T03:58:33ZengUniversità degli Studi di CataniaLe Matematiche0373-35052037-52982000-11-01554554279Stochastic games with risk sensitive pay off for n-playersAlain BensoussanJens FrehseIn this paper we extend some of the results of the authorson stochastic differential gamesto the case of risk sensitive payoffs.http://www.dmi.unict.it/ojs/index.php/lematematiche/article/view/303 |
| collection |
DOAJ |
| language |
English |
| format |
Article |
| sources |
DOAJ |
| author |
Alain Bensoussan Jens Frehse |
| spellingShingle |
Alain Bensoussan Jens Frehse Stochastic games with risk sensitive pay off for n-players Le Matematiche |
| author_facet |
Alain Bensoussan Jens Frehse |
| author_sort |
Alain Bensoussan |
| title |
Stochastic games with risk sensitive pay off for n-players |
| title_short |
Stochastic games with risk sensitive pay off for n-players |
| title_full |
Stochastic games with risk sensitive pay off for n-players |
| title_fullStr |
Stochastic games with risk sensitive pay off for n-players |
| title_full_unstemmed |
Stochastic games with risk sensitive pay off for n-players |
| title_sort |
stochastic games with risk sensitive pay off for n-players |
| publisher |
Università degli Studi di Catania |
| series |
Le Matematiche |
| issn |
0373-3505 2037-5298 |
| publishDate |
2000-11-01 |
| description |
In this paper we extend some of the results of the authorson stochastic differential gamesto the case of risk sensitive payoffs. |
| url |
http://www.dmi.unict.it/ojs/index.php/lematematiche/article/view/303 |
| work_keys_str_mv |
AT alainbensoussan stochasticgameswithrisksensitivepayofffornplayers AT jensfrehse stochasticgameswithrisksensitivepayofffornplayers |
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1724456592186802176 |