Partially observed discrete-time risk-sensitive mean field games
From MaRDI portal
Publication:6078102
DOI10.1007/s13235-022-00453-zzbMath1522.91042arXiv2003.11987OpenAlexW3012967943MaRDI QIDQ6078102
Maxim Raginsky, Naci Saldi, Tamer Başar
Publication date: 27 September 2023
Published in: Dynamic Games and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2003.11987
Discrete-time games (91A50) Dynamic programming (90C39) Mean field games (aspects of game theory) (91A16)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Risk-sensitive mean-field-type games with \(L^p\)-norm drifts
- Discrete time, finite state space mean field games
- Mean field games
- Anonymous sequential games
- Incomplete information in Markovian decision models
- Adaptive Markov control processes
- Equilibria of dynamic games with many players: existence, approximation, and market structure
- A probabilistic weak formulation of mean field games and applications
- Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
- Mean field games models -- a brief survey
- Risk-Sensitive Mean-Field Type Control Under Partial Observation
- Partially Observable Total-Cost Markov Decision Processes with Weakly Continuous Transition Probabilities
- Probabilistic Analysis of Mean-Field Games
- Robust mean field games for coupled Markov jump linear systems
- Nonlinear Filtering Theory for McKean--Vlasov Type Stochastic Differential Equations
- Risk-Sensitive Mean-Field Games
- Large-Population LQG Games Involving a Major Player: The Nash Certainty Equivalence Principle
- Approximate Markov-Nash Equilibria for Discrete-Time Risk-Sensitive Mean-Field Games
- Convergence of Dynamic Programming Models
- Reduction of a Controlled Markov Model with Incomplete Data to a Problem with Complete Information in the Case of Borel State and Control Space
- Decentralized multicriteria optimization of linear stochastic systems
- Two-criteria LQG decision problems with one-step delay observation sharing pattern
- Markov--Nash Equilibria in Mean-Field Games with Discounted Cost
- $\epsilon$-Nash Equilibria for Major–Minor LQG Mean Field Games With Partial Observations of All Agents
- Approximate Nash Equilibria in Partially Observed Stochastic Games with Mean-Field Interactions
- More Risk-Sensitive Markov Decision Processes
- Long Time Results for a Weakly Interacting Particle System in Discrete Time
- Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria
- Linear Quadratic Risk-Sensitive and Robust Mean Field Games
- Mean Field Game Theory with a Partially Observed Major Agent
- Mean Field Games and Mean Field Type Control Theory
- Probabilistic Theory of Mean Field Games with Applications I
- $\epsilon$-Nash Equilibria for Partially Observed LQG Mean Field Games With a Major Player
- Optimal Transport
This page was built for publication: Partially observed discrete-time risk-sensitive mean field games
