Risk-sensitive mean-field-type control.

Alain Bensoussan Boualem Djehiche Hamidou Tembine Sheung Chi Phillip Yam

Published in: CDC (2017)

Keyphrases

risk sensitive
optimal control
control policies
utility function
control system
control policy
control strategy
control strategies
multi objective
belief networks
markov decision chains
markov decision processes
decision theoretic