Approximate Markov-Nash equilibria for discrete-time risk-sensitive mean-field games
Naci Saldi, Tamer Başar, Maxim Raginsky
| Year of publication: |
2020
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|---|---|
| Authors: | Saldi, Naci ; Başar, Tamer ; Raginsky, Maxim |
| Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 45.2020, 4, p. 1596-1620
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| Subject: | mean-field games | approximate Nash equilibrium | risk-sensitive stochastic control | Nash-Gleichgewicht | Nash equilibrium | Spieltheorie | Game theory | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/moor.2019.1044 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012320346