Crowd-Averse Robust Mean-Field Games: Approximation via State Space Extension

DOI10.1109/TAC.2015.2479927zbMath1359.91006OpenAlexW2344053667MaRDI QIDQ2980491

Thulasi Mylvaganam, Alessandro Astolfi, Dario Bauso

Publication date: 3 May 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2015.2479927

Mathematics Subject Classification ID

Differential games and control (49N70) Differential games (aspects of game theory) (91A23) Optimal stochastic control (93E20) Stochastic games, stochastic differential games (91A15)

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