Risk-Sensitive Zero-Sum Differential Games

DOI10.1109/TAC.2018.2846048zbMATH Open1482.91032OpenAlexW2808328343WikidataQ129702953 ScholiaQ129702953MaRDI QIDQ5223656FDOQ5223656

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

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Mathematics Subject Classification ID

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

Cited In (13)

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

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