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

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

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Cited in

(21)

• Mean-field type games between two players driven by backward stochastic differential equations
• Robust designs through risk sensitivity: an overview
• Maximum principle for general partial information nonzero sum stochastic differential games and applications
• The risk-sensitive maximum principle for controlled forward-backward stochastic differential equations
• Risk-sensitive nonzero-sum stochastic differential game with unbounded coefficients
• Risk-Sensitive Mean-Field Games
• Stochastic maximum principle for partially observed risk‐sensitive optimal control problems of mean‐field forward‐backward stochastic differential equations
• Risk‐sensitive maximum principle for stochastic optimal control of mean‐field type Markov regime‐switching jump‐diffusion systems
• Robust risk‐sensitive control
• Risk‐sensitive stochastic maximum principle for forward‐backward systems involving impulse controls
• Cooperative linear quadratic differential games for uncertain systems with conservative players
• Data-driven direct adaptive risk-sensitive control of stochastic systems
• Partially observed mean-field game and related mean-field forward-backward stochastic differential equation
• Global maximum principle for partially observed risk-sensitive progressive optimal control of fbsde with Poisson jumps
• Optimal regulators for mean-field stochastic system with state-dependent weight costs
• LQG risk-sensitive single-agent and major-minor mean-field game systems: a variational framework
• Risk-sensitive zero-sum games for continuous-time jump processes with unbounded rates and Borel spaces
• Two-person zero-sum game with terminal state constraints
• Evolution modeling and control of networked dynamic games with event-triggering mechanism
• A risk-sensitive global maximum principle for controlled fully coupled FBSDEs with applications
• Practical robust formation tracking for multi-agent systems with a nonautonomous leader: a game-based approach

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