Risk-sensitive mean-field-type games with \(L^p\)-norm drifts
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Publication:894364
DOI10.1016/j.automatica.2015.06.036zbMath1329.91012arXiv1505.06280OpenAlexW2097753124WikidataQ69037785 ScholiaQ69037785MaRDI QIDQ894364
Publication date: 30 November 2015
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1505.06280
Dynamic programming in optimal control and differential games (49L20) Differential games and control (49N70) Differential games (aspects of game theory) (91A23) Games with infinitely many players (91A07) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45)
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