Risk-Sensitive Zero-Sum Differential Games

DOI10.1109/TAC.2018.2846048MaRDI QIDQ5223656zbMATH OpenOpenAlexWikidataFDO

Authors Jun-Hee Moon, T. E. Duncan, Tamer Başar

Publication date 18 July 2019

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tac.2018.2846048

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) 2-person games (91A05)

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Cited in

(13)

• Risk-sensitive nonzero-sum stochastic differential game with unbounded coefficients
• Risk-Sensitive Mean-Field Games
• Partially observed mean-field game and related mean-field forward-backward stochastic differential equation
• Maximum principle for general partial information nonzero sum stochastic differential games and applications
• Cooperative linear quadratic differential games for uncertain systems with conservative players
• The risk-sensitive maximum principle for controlled forward-backward stochastic differential equations
• Robust risk‐sensitive control
• Data-driven direct adaptive risk-sensitive control of stochastic systems
• Risk‐sensitive stochastic maximum principle for forward‐backward systems involving impulse controls
• Mean-field type games between two players driven by backward stochastic differential equations
• Risk‐sensitive maximum principle for stochastic optimal control of mean‐field type Markov regime‐switching jump‐diffusion systems
• Robust designs through risk sensitivity: an overview
• Stochastic maximum principle for partially observed risk‐sensitive optimal control problems of mean‐field forward‐backward stochastic differential equations

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