Discrete-time mean field games with risk-averse agents
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Publication:4999567
DOI10.1051/cocv/2021044zbMath1467.91011arXiv2005.02232OpenAlexW3153013517MaRDI QIDQ4999567
Pierre Lavigne, Laurent Pfeiffer, Joseph Frédéric Bonnans
Publication date: 7 July 2021
Published in: ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2005.02232
Discrete-time games (91A50) Dynamic programming (90C39) Mean field games (aspects of game theory) (91A16)
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