Mean-field risk sensitive control and zero-sum games for Markov chains (Q2414443)
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English | Mean-field risk sensitive control and zero-sum games for Markov chains |
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Mean-field risk sensitive control and zero-sum games for Markov chains (English)
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13 May 2019
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mean-field
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nonlinear Markov chain
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entropic backward SDE
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optimal control
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risk sensitive
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zero-sum game
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