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Risk-sensitive large-population linear-quadratic-Gaussian games with major and minor agents - MaRDI portal

Risk-sensitive large-population linear-quadratic-Gaussian games with major and minor agents (Q6583450)

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scientific article; zbMATH DE number 7892594
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English
Risk-sensitive large-population linear-quadratic-Gaussian games with major and minor agents
scientific article; zbMATH DE number 7892594

    Statements

    Risk-sensitive large-population linear-quadratic-Gaussian games with major and minor agents (English)
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    6 August 2024
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    decentralized control
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    large-population system
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    major agent
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    minor agent
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    Nash equilibrium
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    risk-sensitive
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