Risk-sensitive mean field games via the stochastic maximum principle
Jun Moon, Tamer Başar
| Year of publication: |
2019
|
|---|---|
| Authors: | Moon, Jun ; Başar, Tamer |
| Published in: |
Dynamic games and applications : DGA. - Boston : Birkhäuser, ISSN 2153-0785, ZDB-ID 2610271-7. - Vol. 9.2019, 4, p. 1100-1125
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| Subject: | Mean field game theory | Risk-sensitive optimal control | Forward-backward stochastic differential equation | Decentralized control | Stochastischer Prozess | Stochastic process | Kontrolltheorie | Control theory | Spieltheorie | Game theory | Analysis | Mathematical analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s13235-018-00290-z [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012226193