Risk-Sensitive Mean-Field Games
作者： Hamidou Tembine , Quanyan Zhu , Tamer Basar
关键词: Stochastic partial differential equation 、 Hamilton–Jacobi–Bellman equation 、 Best response 、 Differential (infinitesimal) 、 Quadratic equation 、 Differential game 、 Bellman equation 、 Fokker–Planck equation 、 Mathematical analysis 、 Mathematics
摘要: … work on risk-sensitive stochastic control problems with … stochastic differential game in a regime of large population of players. We first present a mean-field stochastic differential game …
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