Discrete-time Risk-sensitive Mean-field Games.
Naci SaldiTamer BasarMaxim RaginskyPublished in: CoRR (2018)
Keyphrases
- risk sensitive
- optimal control
- utility function
- markov decision processes
- optimality criterion
- model free
- markov decision chains
- markov chain
- finite state
- nash equilibrium
- expected utility
- control policies
- game theory
- decision theoretic
- belief networks
- markov random field
- em algorithm
- markov decision problems
- learning algorithm
- fixed point
- decision problems
- linear program
- search space