Mean-field risk sensitive control and zero-sum games for Markov chains (Q2414443)

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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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