Risk-sensitive mean field games via the stochastic maximum principle
Year of publication: |
2019
|
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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
|
Subject: | Mean field game theory | Risk-sensitive optimal control | Forward-backward stochastic differential equation | Decentralized control | Spieltheorie | Game theory | Stochastischer Prozess | Stochastic process | Kontrolltheorie | Control theory | Analysis | Mathematical analysis |
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