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Value iteration algorithm for mean-field games
(Elsevier, 2020-09)
In the literature, existence of mean-field equilibria has been established for discrete-time mean field games under both the discounted cost and the average cost optimality criteria. In this paper, we provide a value ...
Approximate markov-nash equilibria for discrete-time risk-sensitive mean-field games
(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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