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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. ...
Approximate nash equilibria in partially observed stochastic games with mean-field interactions
(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 ...
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