LQG Risk-Sensitive Single-Agent and Major-Minor Mean-Field Game Systems: A Variational Framework

Fuente: arXiv

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Bibliographic Details
Main Authors:	Liu, Hanchao, Firoozi, Dena, Breton, Michèle
Format:	Preprint
Published:	2023
Subjects:	Optimization and Control Systems and Control Probability Mathematical Finance Risk Management
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2305.15364