Linear Quadratic Risk-Sensitive and Robust Mean Field Games
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- Risk-sensitive mean field games with major and minor players
- Partially observed discrete-time risk-sensitive mean field games
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- Linear-Quadratic Large-Population Problem with Partial Information: Hamiltonian Approach and Riccati Approach
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- Risk-sensitive large-population linear-quadratic-Gaussian games with major and minor agents
- Data-driven direct adaptive risk-sensitive control of stochastic systems
- Robust decentralized control of coupled systems via risk sensitive control of decoupled or simple models with measure change
- Incomplete information mean-field games and related Riccati equations
- Mean-field team with nested model uncertainty: a Stackelberg-type robust analysis
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- Robust mean-variance stochastic differential reinsurance and investment games under volatility risk and model uncertainty
- Indefinite linear-quadratic mean field games with a direct approach
- Robust linear-quadratic mean-field-team with heterogeneous beliefs
- Risk-aware controller implementation for risk-sensitive mean field games through a game-theoretic differential dynamic programming approach
- Decentralized strategies for backward linear-quadratic mean field games and teams
- Simplified Newton method for solving large-scale stochastic nonlinear matrix equations in mean-field social control
- Many-insurer robust games of reinsurance and investment under model uncertainty in incomplete markets
- Risk-sensitive linear-quadratic mean-field games: asymptotic solvability and decentralized O(1/N)-Nash equilibria
- A brief review on mean field optimal control problem from a linear quadratic perspective
- Static output feedback strategy for mean-field social control with nonlinear stochastic dynamics
- LQG risk-sensitive single-agent and major-minor mean-field game systems: a variational framework
- Nash equilibria of networked games with delayed coupling in the high population regime
- Mean-field partial information non-zero sum stochastic differential games
- Backward linear-quadratic mean field stochastic differential game: a direct method
- Decentralized strategies for finite population LQG social control: a reinforcement learning approach
- Partially-observed decentralized optimal control for large population two-wheeled vehicles: a differential game approach
- Linear quadratic mean field social optimization: Asymptotic solvability and decentralized control
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