Pages that link to "Item:Q2292119"
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The following pages link to Risk-sensitive mean field games via the stochastic maximum principle (Q2292119):
Displaying 13 items.
- Risk minimization and optimal derivative design in a principal agent game (Q841647) (← links)
- Risk-sensitive mean-field-type games with \(L^p\)-norm drifts (Q894364) (← links)
- Dynamic pricing of new products in competitive markets: a mean-field game approach (Q2062242) (← links)
- Robust designs through risk sensitivity: an overview (Q2070005) (← links)
- Risk-averse autonomous systems: a brief history and recent developments from the perspective of optimal control (Q2082497) (← links)
- Linear-quadratic mean field stochastic zero-sum differential games (Q2203038) (← links)
- Risk-Sensitive Mean-Field Games (Q2983190) (← links)
- Risk-sensitive mean field games with major and minor players (Q5878126) (← links)
- A sufficient condition for optimal control problem of fully coupled forward‐backward stochastic systems with jumps: A state‐constrained control approach (Q6054678) (← links)
- Partially observed discrete-time risk-sensitive mean field games (Q6078102) (← links)
- Risk‐sensitive maximum principle for stochastic optimal control of mean‐field type Markov regime‐switching jump‐diffusion systems (Q6089862) (← links)
- Risk-sensitive large-population linear-quadratic-Gaussian games with major and minor agents (Q6583450) (← links)
- Mixed Nash games and social optima for linear-quadratic forward-backward mean-field systems (Q6588557) (← links)
