Approximate Markov-Nash Equilibria for Discrete-Time Risk-Sensitive Mean-Field Games.
Naci SaldiTamer BasarMaxim RaginskyPublished in: Math. Oper. Res. (2020)
Keyphrases
- nash equilibria
- risk sensitive
- markov chain
- optimal control
- incomplete information
- game theory
- stochastic games
- utility function
- markov decision processes
- nash equilibrium
- fictitious play
- game theoretic
- pure strategy
- model free
- solution concepts
- optimality criterion
- finite state
- expected utility
- markov random field
- control policies
- decision theoretic
- transition probabilities
- belief networks
- markov decision problems
- state space
- dynamic programming
- machine learning
- function approximation