Risk-sensitive mean-field-type games with Lp-norm drifts

Automatica

Volumn 59, Issue , 2015, Pages 224-237

  Tembine, Hamidou ^a  

^a NEW YORK UNIVERSITY ABU DHABI   (United Arab Emirates)

Author keywords

Game theory; Mean field; Risk sensitive

Indexed keywords

DYNAMIC PROGRAMMING; GAME THEORY; STOCHASTIC SYSTEMS;

DYNAMIC PROGRAMMING PRINCIPLE; FINITE DIMENSIONAL; INFINITE DIMENSIONS; INTERACTIVE DECISION MAKING; MEAN FIELD; OPTIMALITY EQUATION; STATE DISTRIBUTIONS; STOCHASTIC MAXIMUM PRINCIPLES;

DECISION MAKING;

EID: 84937953908     PISSN: 00051098     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.automatica.2015.06.036     Document Type: Article

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