Risk-sensitive mean-field games

IEEE Transactions on Automatic Control

Volumn 59, Issue 4, 2014, Pages 835-850

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

^a KING ABDULLAH UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Saudi Arabia)

^b University of Illinois at Urbana Champaign   (United States)

Author keywords

Decentralized control; H infinity control

Indexed keywords

DECENTRALIZED CONTROL; GAME THEORY; MEAN FIELD THEORY;

EXPLICIT SOLUTIONS; FOKKER-PLANCK-KOLMOGOROV EQUATION; H -INFINITY CONTROLS; MCKEAN-VLASOV EQUATIONS; MEAN-FIELD BEHAVIOR; MEAN-FIELD GAMES; REGULARITY CONDITION; STOCHASTIC DIFFERENTIAL GAME;

STOCHASTIC SYSTEMS;

EID: 84897443281     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/TAC.2013.2289711     Document Type: Article

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