Risk-sensitive mean field games via the stochastic maximum principle (Q2292119)
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| Language | Label | Description | Also known as |
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| English | Risk-sensitive mean field games via the stochastic maximum principle |
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Risk-sensitive mean field games via the stochastic maximum principle (English)
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3 February 2020
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mean field game theory
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risk-sensitive optimal control
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forward-backward stochastic differential equations
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decentralized control
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