Risk-Sensitive Mean-Field Stochastic Differential Games

IFAC Proceedings Volumes ◽

10.3182/20110828-6-it-1002.02247 ◽

2011 ◽

Vol 44 (1) ◽

pp. 3222-3227 ◽

Author(s):

Hamidou Tembine ◽

Quanyan Zhu ◽

Tamer Basar

Keyword(s):

Differential Games ◽

Stochastic Differential Games ◽

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Hybrid risk-sensitive mean-field stochastic differential games with application to molecular biology

IEEE Conference on Decision and Control and European Control Conference ◽

10.1109/cdc.2011.6161035 ◽

2011 ◽

Author(s):

Quanyan Zhu ◽

Hamidou Tembine ◽

Tamer Basar

Keyword(s):

Molecular Biology ◽

Differential Games ◽

Stochastic Differential Games ◽

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Mean-field type forward-backward doubly stochastic differential equations and related stochastic differential games

Frontiers of Mathematics in China ◽

10.1007/s11464-020-0889-y ◽

2020 ◽

Vol 15 (6) ◽

pp. 1307-1326

Author(s):

Qingfeng Zhu ◽

Lijiao Su ◽

Fuguo Liu ◽

Yufeng Shi ◽

Yong’ao Shen ◽

...

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Differential Games ◽

Stochastic Differential Games ◽

Doubly Stochastic

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A closed-loop saddle point for zero-sum linear-quadratic stochastic differential games with mean-field type

Systems & Control Letters ◽

10.1016/j.sysconle.2020.104624 ◽

2020 ◽

Vol 136 ◽

pp. 104624 ◽

Author(s):

Ran Tian ◽

Zhiyong Yu ◽

Rucheng Zhang

Keyword(s):

Saddle Point ◽

Differential Games ◽

Closed Loop ◽

Stochastic Differential Games ◽

Linear Quadratic ◽

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ε-Nash equilibrium in stochastic differential games with mean-field interaction and controlled jumps

Statistics & Probability Letters ◽

10.1016/j.spl.2019.05.021 ◽

2019 ◽

Vol 154 ◽

pp. 108522

Author(s):

Chiara Benazzoli ◽

Luciano Campi ◽

Luca Di Persio

Keyword(s):

Nash Equilibrium ◽

Differential Games ◽

Stochastic Differential Games ◽

Field Interaction

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Nash Equilibria of Risk-Sensitive Nonlinear Stochastic Differential Games

Journal of Optimization Theory and Applications ◽

10.1023/a:1022678204735 ◽

1999 ◽

Vol 100 (3) ◽

pp. 479-498 ◽

Author(s):

T. Başar

Keyword(s):

Differential Games ◽

Nash Equilibria ◽

Stochastic Differential Games ◽

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Nonzero-sum risk-sensitive stochastic differential games with discounted costs

Stochastic Analysis and Applications ◽

10.1080/07362994.2020.1796707 ◽

2020 ◽

pp. 1-21 ◽

Author(s):

Mrinal K. Ghosh ◽

K. Suresh Kumar ◽

Chandan Pal ◽

Somnath Pradhan

Keyword(s):

Differential Games ◽

Stochastic Differential Games ◽

Risk Sensitive ◽

Discounted Costs

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Risk-sensitive stochastic differential games with reflecting diffusions

Stochastic Analysis and Applications ◽

10.1080/07362994.2017.1356732 ◽

2017 ◽

Vol 36 (1) ◽

pp. 1-27 ◽

Author(s):

Mrinal K. Ghosh ◽

Somnath Pradhan

Keyword(s):

Differential Games ◽

Stochastic Differential Games ◽

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Zero-Sum Risk-Sensitive Stochastic Differential Games

Mathematics of Operations Research ◽

10.1287/moor.1120.0542 ◽

2012 ◽

Vol 37 (3) ◽

pp. 437-449 ◽

Author(s):

Arnab Basu ◽

Mrinal K. Ghosh

Keyword(s):

Differential Games ◽

Stochastic Differential Games ◽

Risk Sensitive ◽

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Ergodic risk-sensitive stochastic differential games with reflecting diffusions in a bounded domain

Stochastic Analysis and Applications ◽

10.1080/07362994.2020.1845207 ◽

2020 ◽

pp. 1-23

Author(s):

Mrinal K. Ghosh ◽

Somnath Pradhan

Keyword(s):

Differential Games ◽

Bounded Domain ◽

Stochastic Differential Games ◽

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Mean-field linear-quadratic stochastic differential games

Journal of Differential Equations ◽

10.1016/j.jde.2021.06.004 ◽

2021 ◽

Vol 296 ◽

pp. 299-334

Author(s):

Jingrui Sun ◽

Hanxiao Wang ◽

Zhen Wu

Keyword(s):

Differential Games ◽

Stochastic Differential Games ◽

Linear Quadratic

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