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]

@inproceedings{BensoussanDTY17,
  title = {Risk-sensitive mean-field-type control},
  author = {Alain Bensoussan and Boualem Djehiche and Hamidou Tembine and Sheung Chi Phillip Yam},
  year = {2017},
  doi = {10.1109/CDC.2017.8263639},
  url = {https://doi.org/10.1109/CDC.2017.8263639},
  researchr = {https://researchr.org/publication/BensoussanDTY17},
  cites = {0},
  citedby = {0},
  pages = {33-38},
  booktitle = {56th IEEE Annual Conference on Decision and Control, CDC 2017, Melbourne, Australia, December 12-15, 2017},
  publisher = {IEEE},
  isbn = {978-1-5090-2873-3},
}