Browsing by Author "Raginsky, M."
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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. ... -
Approximate nash equilibria in partially observed stochastic games with mean-field interactions
Saldı, Naci; Başar, T.; Raginsky, M. (Informs, 2019-08)Establishing the existence of Nash equilibria for partially observed stochastic dynamic games is known to be quite challenging, with the difficulties stemming from the noisy nature of the measurements available to individual ... -
Markov-Nash equilibria in mean-field games with discounted cost
Saldı, Naci; Başar, T.; Raginsky, M. (Society for Industrial and Applied Mathematics Publications, 2018)In this paper, we consider discrete-time dynamic games of the mean-field type with a finite number $N$ of agents subject to an infinite-horizon discounted-cost optimality criterion. The state space of each agent is a Polish ... -
Partially-observed discrete-time risk-sensitive mean-field games
Saldı, Naci; Başar, T.; Raginsky, M. (IEEE, 2019)We consider in this paper a general class of discrete-time partially-observed mean-field games with Polish state, action, and measurement spaces and with risk-sensitive (exponential) cost functions which capture the ...
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