Partially Observed Discrete-Time Risk-Sensitive Mean Field Games.
Naci SaldiTamer BasarMaxim RaginskyPublished in: CoRR (2020)
Keyphrases
- partially observed
- risk sensitive
- optimal control
- utility function
- markov decision processes
- model free
- markov random field
- markov decision chains
- decision theoretic
- game theory
- finite state
- optimality criterion
- belief networks
- control policies
- monte carlo
- markov chain
- decision makers
- linear programming
- expected utility
- efficient optimization
- control system