Nash equilibria of risk-sensitive nonlinear stochastic differential games

Journal of Optimization Theory and Applications

Volumn 100, Issue 3, 1999, Pages 479-498

  Basar T ^a  

^a UNIVERSITY OF ILLINOIS AT URBANA CHAMPAIGN   (United States)

Author keywords

Nonlinear H control; Nonzero sum differential games; Perturbation methods; Risk sensitive stochastic control

Indexed keywords

COST FUNCTIONS; GAME THEORY; PERTURBATION TECHNIQUES; STOCHASTIC CONTROL SYSTEMS;

CONTROL PROBLEMS; COST-FUNCTION; NASH EQUILIBRIA; NONLINEAR H ∞ CONTROL; NONZERO-SUM DIFFERENTIAL GAME; PERTURBATION METHOD; RISK-SENSITIVE STOCHASTIC CONTROL; STOCHASTIC CONTROL; STOCHASTIC DIFFERENTIAL GAME; STOCHASTICS;

STOCHASTIC SYSTEMS;

EID: 0033095698     PISSN: 00223239     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1022678204735     Document Type: Article

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