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Risk-sensitive mean-field-type control

Alain Bensoussan, Boualem Djehiche, Hamidou Tembine, Sheung Chi Phillip Yam. Risk-sensitive mean-field-type control. In 56th IEEE Annual Conference on Decision and Control, CDC 2017, Melbourne, Australia, December 12-15, 2017. pages 33-38, IEEE, 2017. [doi]

Authors

Alain Bensoussan

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Boualem Djehiche

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Hamidou Tembine

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Sheung Chi Phillip Yam

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