38 citations · 42 across the 4 of their papers we have counts for
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math.OC2014★ 4 cited
Risk-sensitive Nonzero-sum Stochastic Differential Game with Unbounded Coefficients
Said Hamadène, Rui Mu
This article is related to risk-sensitive nonzero-sum stochastic differential games in the Markovian framework. This game takes into account the attitudes of the players toward ris…
math.OC2014
On the bang-bang type Nash equilibrium point for Markovian nonzero-sum stochastic differential game
Said Hamadène, Rui Mu
In this paper, we study a nonzero-sum stochastic differential game in Markovian framework. We show the existence of the Nash equilibrium point which is discontinuous and of bang-ba…
math.OC2013★ 38 cited
Existence of Nash Equilibrium Points for Markovian Nonzero-sum Stochastic Differential Games with Unbounded Coefficients
Said Hamadène, Rui Mu
This paper is related to nonzero-sum stochastic differential games in the Markovian framework. We show existence of a Nash equilibrium point for the game when the drift is no longe…