Approximate Markov-Nash Equilibria for Discrete-Time Risk-Sensitive Mean-Field Games
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Publication:3387937
DOI10.1287/moor.2019.1044zbMath1455.91040arXiv1808.03929OpenAlexW3048890299MaRDI QIDQ3387937
Naci Saldi, Tamer Başar, Maxim Raginsky
Publication date: 8 January 2021
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1808.03929
Discrete-time games (91A50) Mean field games (aspects of game theory) (91A16) Equilibrium refinements (91A11)
Related Items (6)
Partially observed discrete-time risk-sensitive mean field games ⋮ Robust designs through risk sensitivity: an overview ⋮ Risk-averse autonomous systems: a brief history and recent developments from the perspective of optimal control ⋮ Multi-agent reinforcement learning: a selective overview of theories and algorithms ⋮ Mean-Field Controls with Q-Learning for Cooperative MARL: Convergence and Complexity Analysis ⋮ Risk-sensitive mean field games with major and minor players
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