منابع مشابه
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We consider in this paper a class of risk-sensitive stochastic nonzero-sum differential games with parameterized nonlinear dynamics and parameterized cost functions. The parametrization is such that if all or some of the parameters are set equal to some nominal values, then the differential game either becomes equivalent to a risk-sensitive stochastic control (RSSC) problem, or decouples into s...
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In Driessen (1986) it is shown that for games satisfying a certain condition the core of the game is included in the convex hull of the set of certain marginal worth vectors of the game, while it is conjectured that the inclusion holds without any condition on the game. In this note it is proved that the inclusion holds for all games. Zusammenfassung: In Driessen (1986) wurde for Spiele, die ei...
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ژورنال
عنوان ژورنال: Pacific Journal of Mathematics
سال: 1955
ISSN: 0030-8730,0030-8730
DOI: 10.2140/pjm.1955.5.807