Partially Observed Discrete-Time Risk-Sensitive Mean Field Games.
Naci SaldiTamer BasarMaxim RaginskyPublished in: Dyn. Games Appl. (2023)
Keyphrases
- partially observed
- risk sensitive
- optimal control
- utility function
- markov decision processes
- model free
- markov random field
- optimality criterion
- finite state
- game theory
- decision theoretic
- markov chain
- markov decision chains
- expected utility
- control policies
- em algorithm
- nash equilibrium
- belief networks
- optimal policy
- markov decision problems
- efficient optimization
- dynamic programming
- reinforcement learning