Partially-Observed Discrete-Time Risk-Sensitive Mean-Field Games.
Naci SaldiTamer BasarMaxim RaginskyPublished in: CDC (2019)
Keyphrases
- partially observed
- risk sensitive
- optimal control
- markov decision processes
- utility function
- finite state
- model free
- markov decision chains
- decision theoretic
- control policies
- reinforcement learning
- belief networks
- markov decision problems
- optimality criterion
- markov random field
- efficient optimization
- markov chain
- average cost
- game theory