Risk-Sensitive Mean Field Games via the Stochastic Maximum Principle.
Jun MoonTamer BasarPublished in: Dyn. Games Appl. (2019)
Keyphrases
- risk sensitive
- control policies
- optimal control
- utility function
- markov decision processes
- stochastic optimization
- markov decision chains
- model free
- monte carlo
- belief networks
- markov random field
- decision theoretic
- optimality criterion
- em algorithm
- markov decision problems
- state space
- optimal policy
- game theory
- efficient optimization
- expected utility
- reinforcement learning
- control strategies
- mobile robot
- average cost
- finite state
- dynamic programming
- control strategy