LQG Risk-Sensitive Mean Field Games with a Major Agent: A Variational Approach.
Hanchao LiuDena FirooziMichèle BretonPublished in: CoRR (2023)
Keyphrases
- optimal control
- risk sensitive
- dynamic programming
- multi agent systems
- control strategy
- multi agent
- decision making
- linear quadratic
- reinforcement learning
- markov random field
- em algorithm
- decision theoretic
- infinite horizon
- multiple agents
- machine learning
- belief networks
- motion planning
- game theory
- markov decision processes
- utility function
- average cost
- search space
- real time