Risk-Sensitive Mean-Field Games
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Publication:2983190
DOI10.1109/TAC.2013.2289711zbMath1360.49032arXiv1210.2806OpenAlexW1986431940WikidataQ69037805 ScholiaQ69037805MaRDI QIDQ2983190
Tamer Başar, Quanyan Zhu, Hamidou Tembine
Publication date: 16 May 2017
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1210.2806
Applications of stochastic analysis (to PDEs, etc.) (60H30) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Mean field games and control (49N80) Mean field games (aspects of game theory) (91A16)
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