On the Solvability of Risk-Sensitive Linear-Quadratic Mean-Field Games.
Boualem DjehicheHamidou TembinePublished in: CoRR (2014)
Keyphrases
- risk sensitive
- optimal control
- linear quadratic
- dynamic programming
- reinforcement learning
- game theory
- infinite horizon
- markov random field
- nash equilibrium
- em algorithm
- utility function
- control strategy
- belief networks
- average cost
- neural network
- dynamical systems
- markov chain
- maximum likelihood
- pairwise
- decision making