Ghosh, Mrinal K.; Kumar, K. Suresh; Pal, Chandan; Pradhan, Somnath Nonzero-sum risk-sensitive stochastic differential games: a multi-parameter eigenvalue problem approach. (English) Zbl 1519.91028 Syst. Control Lett. 172, Article ID 105443, 11 p. (2023). MSC: 91A15 93B60 49L12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Pradhan, Somnath Risk-sensitive zero-sum stochastic differential game for jump-diffusions. (English) Zbl 1480.91029 Syst. Control Lett. 157, Article ID 105033, 11 p. (2021). MSC: 91A15 91A10 60G51 60G55 45K05 × Cite Format Result Cite Review PDF Full Text: DOI