Browsing by Author "Basar, T."
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Approximate markov-nash equilibria for discrete-time risk-sensitive mean-field games
Saldı, Naci; Basar, T.; Raginsky, M. (Informs, 2020-11)In this paper, we study a class of discrete-time mean-field games under the infinite-horizon risk-sensitive optimality criterion. Risk sensitivity is introduced for each agent (player) via an exponential utility function. ...
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