Risk-Sensitive Mean-Field Games.
Hamidou TembineQuanyan ZhuTamer BasarPublished in: IEEE Trans. Autom. Control. (2014)
Keyphrases
- risk sensitive
- optimal control
- utility function
- markov decision processes
- model free
- markov random field
- optimality criterion
- belief networks
- markov decision chains
- markov decision problems
- control policies
- expected utility
- decision theoretic
- control strategy
- em algorithm
- decision theory
- average cost
- game theory
- multistage
- efficient optimization
- decision makers