标题： 非零和风险敏感随机微分博弈 显示英文标题

标题： Nonzero-sum risk-sensitive stochastic differential games

摘要： 我们研究两人非零和随机微分博弈，使用风险敏感的折扣成本和遍历成本准则。 在某些条件下，我们建立了折扣成本准则下的马尔可夫策略纳什均衡，以及遍历成本准则下的平稳策略纳什均衡。 我们通过研究相关的耦合HJB方程组来获得我们的结果。 显示英文摘要

摘要： We study two person nonzero-sum stochastic differential games with risk-sensitive discounted and ergodic cost criteria. Under certain conditions we establish a Nash equilibrium in Markov strategies for the discounted cost criterion and a Nash equilibrium in stationary strategies for the ergodic cost criterion. We achieve our results by studying the relevant systems of coupled HJB equations.