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Approximate Markov-Nash Equilibria for Discrete-Time Risk-Sensitive Mean-Field Games - MaRDI portal

Approximate Markov-Nash Equilibria for Discrete-Time Risk-Sensitive Mean-Field Games (Q3387937)

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English
Approximate Markov-Nash Equilibria for Discrete-Time Risk-Sensitive Mean-Field Games
scientific article

    Statements

    title
    Approximate Markov-Nash Equilibria for Discrete-Time Risk-Sensitive Mean-Field Games (English)
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    author
    Naci Saldi
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    Tamer Başar
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    Maxim Raginsky
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    publication date
    8 January 2021
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    zbMATH Keywords
    mean-field games
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    approximate Nash equilibrium
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    risk-sensitive stochastic control
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    cites work
    Q5386174
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    Q4269108
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    Q3415147
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    Mean field games
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    Q5533878
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    Q3684346
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    Optimal Transport
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    Identifiers

    Mathematics Subject Classification ID
    91A16
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    91A50
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    91A11
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    zbMATH DE Number
    7291329
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    OpenAlex ID
    W3048890299
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    arXiv ID
    1808.03929
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