Risk-sensitive mean-field stochastic differential games

IFAC Proceedings Volumes (IFAC-PapersOnline)

Volumn 44, Issue 1 PART 1, 2011, Pages 3222-3227

  Tembine, Hamidou ^a   Zhu, Quanyan ^b   Başar, Tamer ^b  

^a SUPELEC   (France)

^b UNIVERSITY OF ILLINOIS AT URBANA CHAMPAIGN   (United States)

Author keywords

Mean field analysis; Risk sensitive games; Stochastic differential games

Indexed keywords

COMPUTATIONAL COMPLEXITY; COST FUNCTIONS; MEAN FIELD THEORY; RISK ANALYSIS; RISK ASSESSMENT; RISK PERCEPTION; STOCHASTIC SYSTEMS; VLASOV EQUATION;

DIFFERENTIAL GAME THEORY; EXPLICIT SOLUTIONS; FOKKER-PLANCK-KOLMOGOROV EQUATION; HAMILTON JACOBI BELLMAN; MCKEAN-VLASOV EQUATIONS; MEAN FIELD ANALYSIS; REGULARITY ASSUMPTION; STOCHASTIC DIFFERENTIAL GAME;

GAME THEORY;

EID: 84866747480     PISSN: 14746670     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.3182/20110828-6-IT-1002.02247     Document Type: Conference Paper

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