Risk-Sensitive Mean Field Games via the Stochastic Maximum Principle
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DOI: 10.1007/s13235-018-00290-z
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Cited by:
- Régis Chenavaz & Corina Paraschiv & Gabriel Turinici, 2021.
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- Régis Chenavaz & Corina Paraschiv & Gabriel Turinici, 2020. "Dynamic Pricing of New Products in Competitive Markets: A Mean-Field Game Approach," Post-Print hal-01592958, HAL.
- Tamer Başar, 2025. "Nash equilibria of networked games with delayed coupling in the high population regime," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 33(2), pages 415-427, June.
- Hanchao Liu & Dena Firoozi & Mich`ele Breton, 2023. "LQG Risk-Sensitive Single-Agent and Major-Minor Mean-Field Game Systems: A Variational Framework," Papers 2305.15364, arXiv.org, revised Mar 2025.
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Keywords
Mean field game theory; Risk-sensitive optimal control; Forward–backward stochastic differential equations; Decentralized control;All these keywords.
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